+180.6%
RCL vs RRC
+34.3%
+146.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | -5.1% | +1.3% | -6.4% | -5.3% |
| 30D | -19.0% | +10.1% | -29.1% | -20.1% |
| 3M | -9.6% | +4.0% | -13.6% | -10.1% |
| 6M | -6.7% | +1.6% | -8.3% | -7.6% |
| YTD | -3.9% | +19.7% | -23.6% | -8.8% |
| 1Y | -25.1% | +21.4% | -46.5% | -29.8% |
| All | +180.6% | +34.3% | +146.4% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling