+240.6%
RL vs RRC
+134.0%
+106.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +2.6% | +6.4% | -3.8% | +1.4% |
| 30D | +2.9% | +23.9% | -20.9% | -1.5% |
| 3M | 0.0% | +30.2% | -30.2% | -5.4% |
| 6M | +17.1% | +26.3% | -9.1% | +11.1% |
| YTD | +10.1% | +48.1% | -38.0% | +0.1% |
| 1Y | +17.3% | +37.7% | -20.4% | +8.3% |
| 3Y | +249.3% | +60.3% | +189.0% | +207.5% |
| All | +240.6% | +134.0% | +106.6% | +184.2% |
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