+107.3%
PR vs RRC
+10.9%
+96.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | +2.9% | +1.3% | +1.6% | +2.1% |
| 30D | +18.0% | +10.1% | +7.9% | +11.2% |
| 3M | +16.9% | +4.0% | +12.9% | +14.0% |
| 6M | +28.2% | +1.6% | +26.6% | +26.9% |
| YTD | +69.3% | +19.7% | +49.6% | +50.7% |
| 1Y | +69.5% | +21.4% | +48.1% | +48.3% |
| 3Y | +81.7% | +29.7% | +52.0% | +50.1% |
| 5Y | +422.2% | +153.9% | +268.4% | +172.9% |
| All | +107.3% | +10.9% | +96.4% | +4.3% |
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