+350.2%
RCL vs RRC
+7.9%
+342.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.5% | -1.2% | +0.8% | -0.2% |
| 30D | -17.3% | +9.4% | -26.8% | -19.0% |
| 3M | -2.8% | +7.4% | -10.1% | -4.6% |
| 6M | -4.4% | +1.5% | -5.9% | -5.7% |
| YTD | -4.2% | +19.4% | -23.6% | -9.1% |
| 1Y | -23.4% | +24.2% | -47.6% | -28.3% |
| 3Y | +179.4% | +32.8% | +146.6% | +153.6% |
| 5Y | +238.8% | +152.9% | +85.8% | +156.5% |
| 10Y | +350.2% | +3.9% | +346.3% | +152.0% |
| All | +350.2% | +7.9% | +342.3% | +152.0% |
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