+346.0%
RL vs RRC
+72.2%
+273.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -4.4% | -0.5% | -3.9% | -4.3% |
| 30D | +5.6% | +25.2% | -19.6% | +1.3% |
| 3M | -0.6% | +27.8% | -28.5% | -5.1% |
| 6M | +15.5% | +27.2% | -11.8% | +10.0% |
| YTD | +12.3% | +48.2% | -35.8% | +3.6% |
| 1Y | +19.3% | +34.7% | -15.4% | +11.8% |
| 3Y | +255.5% | +62.2% | +193.3% | +219.1% |
| 5Y | +247.1% | +130.9% | +116.1% | +184.1% |
| 10Y | +346.0% | +73.4% | +272.6% | +197.6% |
| All | +346.0% | +72.2% | +273.8% | +197.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling