+4,549.4%
RCL vs RRC
+1,005.6%
+3,543.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.6% |
| 3M | -9.6% | +4.0% | -13.6% | -10.7% |
| 6M | -6.7% | +1.6% | -8.3% | -7.9% |
| YTD | -3.9% | +19.7% | -23.6% | -8.4% |
| 1Y | -25.1% | +21.4% | -46.5% | -29.2% |
| 3Y | +179.1% | +29.7% | +149.5% | +156.8% |
| 5Y | +243.3% | +153.9% | +89.4% | +165.6% |
| 10Y | +325.8% | +10.8% | +315.0% | +224.9% |
| All | +4,549.4% | +1,005.6% | +3,543.7% | +2,426.9% |
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