+213.6%
RF vs RRC
+73.1%
+140.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +1.9% | +6.4% | -4.4% | +0.5% |
| 30D | +7.3% | +23.9% | -16.6% | +1.9% |
| 3M | -7.9% | +30.2% | -38.1% | -13.7% |
| 6M | +10.5% | +26.3% | -15.7% | +3.9% |
| YTD | +9.6% | +48.1% | -38.4% | -1.2% |
| 1Y | +20.3% | +37.7% | -17.4% | +10.0% |
| 3Y | +119.5% | +60.3% | +59.2% | +90.4% |
| 5Y | +48.2% | +135.3% | -87.1% | +13.0% |
| All | +213.6% | +73.1% | +140.6% | +84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling