+234.8%
RCL vs RRC
+156.2%
+78.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | -5.1% | +1.3% | -6.4% | -5.4% |
| 30D | -19.0% | +10.1% | -29.1% | -20.7% |
| 3M | -9.6% | +4.0% | -13.6% | -10.7% |
| 6M | -6.7% | +1.6% | -8.3% | -8.0% |
| YTD | -3.9% | +19.7% | -23.6% | -9.4% |
| 1Y | -25.1% | +21.4% | -46.5% | -30.1% |
| 3Y | +179.1% | +29.7% | +149.5% | +151.5% |
| All | +234.8% | +156.2% | +78.6% | +156.1% |
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