+5,241.4%
O vs RRC
+1,017.0%
+4,224.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.5% |
| 7D | +3.7% | -10.8% | +14.5% | +4.9% |
| 30D | +11.2% | +22.3% | -11.1% | +8.7% |
| 3M | -4.0% | +26.6% | -30.6% | -6.5% |
| 6M | -5.2% | +18.9% | -24.2% | -7.3% |
| YTD | +9.5% | +39.2% | -29.7% | +5.2% |
| 1Y | +10.6% | +34.0% | -23.4% | +6.6% |
| 3Y | +38.1% | +42.0% | -3.9% | +30.8% |
| 5Y | +10.2% | +111.9% | -101.6% | -2.4% |
| 10Y | +71.4% | +62.8% | +8.6% | +40.3% |
| All | +5,241.4% | +1,017.0% | +4,224.4% | +3,789.3% |
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