+23.1%
Q vs RRC
+30.0%
-6.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.3% | +6.1% |
| 7D | +0.3% | -10.8% | +11.1% | -0.7% |
| 30D | -9.8% | +22.3% | -32.1% | -6.4% |
| 3M | -12.2% | +26.6% | -38.8% | -8.2% |
| 6M | -21.6% | +18.9% | -40.6% | -18.1% |
| YTD | +43.6% | +39.2% | +4.4% | +46.1% |
| 1Y | +25.7% | +34.0% | -8.3% | +25.4% |
| All | +23.1% | +30.0% | -6.9% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling