+1,402.2%
RF vs RRC
+1,414.2%
-11.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +0.1% |
| 7D | -0.9% | -10.8% | +9.9% | +0.7% |
| 30D | +6.0% | +22.3% | -16.3% | +2.7% |
| 3M | -8.9% | +26.6% | -35.5% | -12.2% |
| 6M | +2.3% | +18.9% | -16.6% | -0.7% |
| YTD | +7.6% | +39.2% | -31.6% | +1.6% |
| 1Y | +21.2% | +34.0% | -12.8% | +15.0% |
| 3Y | +108.5% | +42.0% | +66.5% | +94.3% |
| 5Y | +43.2% | +111.9% | -68.6% | +23.2% |
| 10Y | +288.1% | +62.8% | +225.3% | +205.4% |
| All | +1,402.2% | +1,414.2% | -11.9% | +964.4% |
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