+5,387.7%
O vs RRC
+860.6%
+4,527.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.7% | +1.3% | -2.0% | -0.9% |
| 30D | -1.9% | +10.1% | -12.0% | -2.9% |
| 3M | +3.8% | +4.0% | -0.2% | +3.3% |
| 6M | -4.7% | +1.6% | -6.3% | -5.1% |
| YTD | +12.5% | +19.7% | -7.2% | +10.0% |
| 1Y | +10.8% | +21.4% | -10.6% | +8.1% |
| 3Y | +28.8% | +29.7% | -0.9% | +23.3% |
| 5Y | +13.2% | +153.9% | -140.7% | -1.7% |
| 10Y | +53.5% | +10.8% | +42.6% | +31.1% |
| All | +5,387.7% | +860.6% | +4,527.1% | +3,968.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling