+108.5%
RF vs RRC
+36.3%
+72.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +0.1% |
| 7D | -0.9% | -10.8% | +9.9% | +1.0% |
| 30D | +6.0% | +22.3% | -16.3% | +1.8% |
| 3M | -8.9% | +26.6% | -35.5% | -13.2% |
| 6M | +2.3% | +18.9% | -16.6% | -1.5% |
| YTD | +7.6% | +39.2% | -31.6% | -1.3% |
| 1Y | +21.2% | +34.0% | -12.8% | +12.0% |
| 3Y | +108.5% | +42.0% | +66.5% | +87.0% |
| All | +108.5% | +36.3% | +72.3% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling