+291.1%
P vs RRC
+153.5%
+137.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +7.8% | -1.2% | +9.1% | +8.1% |
| 30D | +12.3% | +9.4% | +2.9% | +10.4% |
| 3M | +37.1% | +7.4% | +29.7% | +34.9% |
| 6M | +66.1% | +1.5% | +64.6% | +64.8% |
| YTD | +50.9% | +19.4% | +31.5% | +44.9% |
| 1Y | +27.2% | +24.2% | +3.0% | +19.9% |
| 3Y | +158.7% | +32.8% | +125.9% | +141.5% |
| 5Y | +291.1% | +152.9% | +138.2% | +226.9% |
| All | +291.1% | +153.5% | +137.6% | +226.9% |
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