+244.0%
RL vs RRC
+156.2%
+87.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | -0.8% | +1.3% | -2.1% | -1.1% |
| 30D | -7.8% | +10.1% | -17.9% | -9.4% |
| 3M | -4.0% | +4.0% | -8.0% | -5.0% |
| 6M | -1.9% | +1.6% | -3.5% | -3.0% |
| YTD | -0.2% | +19.7% | -19.9% | -4.9% |
| 1Y | +10.7% | +21.4% | -10.7% | +4.7% |
| 3Y | +210.8% | +29.7% | +181.1% | +186.3% |
| All | +244.0% | +156.2% | +87.8% | +184.8% |
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