+485.4%
P vs RRC
+31.3%
+454.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.5% |
| 7D | +6.5% | +1.3% | +5.2% | +6.4% |
| 30D | +18.8% | +10.1% | +8.7% | +17.4% |
| 3M | +26.7% | +4.0% | +22.7% | +25.9% |
| 6M | +62.2% | +1.6% | +60.6% | +61.4% |
| YTD | +48.5% | +19.7% | +28.8% | +44.5% |
| 1Y | +26.4% | +21.4% | +5.0% | +22.1% |
| 3Y | +159.4% | +29.7% | +129.7% | +148.1% |
| 5Y | +275.8% | +153.9% | +121.9% | +224.6% |
| 10Y | +732.0% | +10.8% | +721.2% | +549.0% |
| All | +485.4% | +31.3% | +454.0% | +364.0% |
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