+238.6%
P vs RRC
+110.6%
+128.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.5% | +4.2% |
| 7D | -23.8% | -10.8% | -13.0% | -21.9% |
| 30D | -36.6% | +22.3% | -58.9% | -39.1% |
| 3M | +10.9% | +26.6% | -15.7% | +5.7% |
| 6M | +30.0% | +18.9% | +11.1% | +25.1% |
| YTD | +44.4% | +39.2% | +5.2% | +34.0% |
| 1Y | +3.9% | +34.0% | -30.0% | -3.5% |
| 3Y | +176.6% | +42.0% | +134.6% | +152.7% |
| All | +238.6% | +110.6% | +128.0% | +192.8% |
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 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