+221.9%
RL vs RRC
+110.6%
+111.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | -0.8% |
| 7D | -4.2% | -10.8% | +6.7% | -2.1% |
| 30D | +4.3% | +22.3% | -18.1% | 0.0% |
| 3M | -4.6% | +26.6% | -31.2% | -9.3% |
| 6M | +1.7% | +18.9% | -17.2% | -2.4% |
| YTD | +7.3% | +39.2% | -31.8% | -1.3% |
| 1Y | +20.8% | +34.0% | -13.2% | +11.9% |
| 3Y | +247.0% | +42.0% | +204.9% | +212.4% |
| All | +221.9% | +110.6% | +111.2% | +171.9% |
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