+83.0%
PL vs RRC
+400.8%
-317.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -9.3% | +1.3% | -10.6% | -9.6% |
| 30D | -18.9% | +10.1% | -29.0% | -20.7% |
| 3M | -58.4% | +4.0% | -62.4% | -58.8% |
| 6M | -30.3% | +1.6% | -31.9% | -31.0% |
| YTD | -8.1% | +19.7% | -27.8% | -12.6% |
| 1Y | +180.5% | +21.4% | +159.1% | +164.6% |
| 3Y | +444.1% | +29.7% | +414.5% | +400.4% |
| 5Y | +83.0% | +153.9% | -70.8% | +57.5% |
| All | +83.0% | +400.8% | -317.7% | +59.6% |
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