+634.6%
P vs RRC
+73.1%
+561.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | +11.6% | +6.4% | +5.2% | +10.6% |
| 30D | -23.7% | +23.9% | -47.6% | -26.1% |
| 3M | -8.0% | +30.2% | -38.2% | -11.6% |
| 6M | +27.9% | +26.3% | +1.7% | +23.2% |
| YTD | +61.2% | +48.1% | +13.1% | +51.4% |
| 1Y | +28.6% | +37.7% | -9.1% | +21.6% |
| 3Y | +200.5% | +60.3% | +140.2% | +177.3% |
| 5Y | +282.9% | +135.3% | +147.7% | +226.7% |
| All | +634.6% | +73.1% | +561.6% | +430.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling