+46.2%
RF vs RRC
+111.3%
-65.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -0.1% | -10.3% | +10.2% | +2.2% |
| 30D | +7.0% | +19.5% | -12.4% | +2.2% |
| 3M | -7.0% | +27.9% | -34.9% | -12.7% |
| 6M | +6.8% | +21.2% | -14.4% | +1.2% |
| YTD | +9.9% | +39.6% | -29.7% | -0.3% |
| 1Y | +21.1% | +31.3% | -10.1% | +11.4% |
| 3Y | +119.6% | +51.9% | +67.7% | +89.9% |
| 5Y | +46.2% | +110.2% | -64.0% | +15.3% |
| All | +46.2% | +111.3% | -65.1% | +15.3% |
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