+2.0%
RDW vs RRC
+352.9%
-350.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | +0.9% | -1.8% | +2.6% | +1.3% |
| 30D | -21.3% | +2.7% | -23.9% | -21.8% |
| 3M | -37.9% | +8.8% | -46.7% | -39.5% |
| 6M | +12.3% | -1.2% | +13.4% | +11.4% |
| YTD | +39.7% | +17.6% | +22.2% | +31.7% |
| 1Y | +25.7% | +18.4% | +7.3% | +17.8% |
| 3Y | +230.8% | +33.1% | +197.8% | +203.6% |
| 5Y | -8.8% | +148.2% | -156.9% | -22.4% |
| All | +2.0% | +352.9% | -350.9% | -13.9% |
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