+10.7%
RL vs RRC
+23.4%
-12.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.0% |
| 7D | -0.8% | +1.3% | -2.1% | -0.7% |
| 30D | -7.8% | +10.1% | -17.9% | -7.1% |
| 3M | -4.0% | +4.0% | -8.0% | -3.6% |
| 6M | -1.9% | +1.6% | -3.5% | -2.4% |
| YTD | -0.2% | +19.7% | -19.9% | -3.2% |
| 1Y | +10.7% | +21.4% | -10.7% | +8.6% |
| All | +10.7% | +23.4% | -12.7% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling