+68.7%
PR vs RRC
+60.0%
+8.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.2% |
| 7D | -12.4% | -10.3% | -2.1% | -6.2% |
| 30D | -6.6% | +19.5% | -26.0% | -17.6% |
| 3M | +7.5% | +27.9% | -20.4% | -9.2% |
| 6M | +10.8% | +21.2% | -10.4% | -3.2% |
| YTD | +57.0% | +39.6% | +17.5% | +25.0% |
| 1Y | +67.9% | +31.3% | +36.7% | +38.5% |
| 3Y | +87.6% | +51.9% | +35.6% | +38.3% |
| 5Y | +220.4% | +110.2% | +110.2% | +83.3% |
| All | +68.7% | +60.0% | +8.7% | -25.7% |
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