+319.7%
RL vs RRC
+73.1%
+246.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +2.6% | +6.4% | -3.8% | +1.5% |
| 30D | +2.9% | +23.9% | -20.9% | -1.0% |
| 3M | 0.0% | +30.2% | -30.2% | -4.8% |
| 6M | +17.1% | +26.3% | -9.1% | +11.7% |
| YTD | +10.1% | +48.1% | -38.0% | +1.6% |
| 1Y | +17.3% | +37.7% | -20.4% | +9.5% |
| 3Y | +249.3% | +60.3% | +189.0% | +214.2% |
| 5Y | +240.9% | +135.3% | +105.6% | +178.5% |
| All | +319.7% | +73.1% | +246.6% | +179.7% |
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