+90.1%
RF vs RRC
+156.2%
-66.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +1.3% | +1.3% | 0.0% | +1.0% |
| 30D | -3.6% | +10.1% | -13.7% | -5.8% |
| 3M | +8.1% | +4.0% | +4.1% | +6.8% |
| 6M | +11.5% | +1.6% | +9.9% | +10.2% |
| YTD | +15.6% | +19.7% | -4.1% | +9.2% |
| 1Y | +15.7% | +21.4% | -5.7% | +8.3% |
| 3Y | +86.9% | +29.7% | +57.2% | +68.1% |
| All | +90.1% | +156.2% | -66.1% | +32.9% |
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 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