+275.1%
P vs RRC
+135.4%
+139.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.2% |
| 7D | -4.7% | -0.5% | -4.3% | -4.5% |
| 30D | -31.4% | +25.2% | -56.6% | -34.5% |
| 3M | -2.6% | +27.8% | -30.5% | -7.5% |
| 6M | +21.9% | +27.2% | -5.3% | +15.7% |
| YTD | +58.9% | +48.2% | +10.8% | +45.6% |
| 1Y | +21.7% | +34.7% | -13.0% | +13.1% |
| 3Y | +193.3% | +62.2% | +131.1% | +162.0% |
| 5Y | +275.1% | +130.9% | +144.2% | +213.9% |
| All | +275.1% | +135.4% | +139.7% | +213.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling