-6.1%
RDW vs RRC
+142.8%
-148.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | +0.9% | -1.8% | +2.6% | +1.4% |
| 30D | -21.3% | +2.7% | -23.9% | -22.0% |
| 3M | -37.9% | +8.8% | -46.7% | -40.0% |
| 6M | +12.3% | -1.2% | +13.4% | +11.1% |
| YTD | +39.7% | +17.6% | +22.2% | +29.5% |
| 1Y | +25.7% | +18.4% | +7.3% | +15.6% |
| 3Y | +230.8% | +33.1% | +197.8% | +194.9% |
| All | -6.1% | +142.8% | -148.9% | -20.6% |
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