+147.8%
PR vs RRC
+48.0%
+99.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.2% | -2.7% |
| 7D | -16.5% | -6.9% | -9.7% | -12.8% |
| 30D | -4.5% | +25.4% | -29.9% | -17.7% |
| 3M | +8.5% | +31.9% | -23.4% | -9.3% |
| 6M | -3.3% | +17.2% | -20.5% | -13.2% |
| YTD | +55.7% | +43.4% | +12.3% | +23.2% |
| 1Y | +82.0% | +36.7% | +45.3% | +47.8% |
| 3Y | +62.5% | +38.8% | +23.6% | +28.3% |
| 5Y | +223.9% | +118.3% | +105.7% | +87.0% |
| 10Y | +64.2% | +67.7% | -3.5% | -34.9% |
| All | +147.8% | +48.0% | +99.8% | -2.3% |
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 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