+45.2%
PL vs RRC
+483.8%
-438.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.3% | +14.2% | +14.4% |
| 7D | +10.9% | -10.3% | +21.2% | +13.6% |
| 30D | -16.4% | +19.5% | -35.8% | -19.8% |
| 3M | -39.9% | +27.9% | -67.9% | -43.4% |
| 6M | -63.2% | +21.2% | -84.4% | -65.0% |
| YTD | -27.1% | +39.6% | -66.7% | -33.2% |
| 1Y | +12.2% | +31.3% | -19.1% | +3.9% |
| 3Y | +584.3% | +51.9% | +532.3% | +506.6% |
| 5Y | +37.0% | +110.2% | -73.2% | +13.1% |
| All | +45.2% | +483.8% | -438.7% | +21.9% |
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 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