+1,507.8%
RL vs RRC
+376.2%
+1,131.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | -0.9% |
| 7D | -4.2% | -10.8% | +6.7% | -2.4% |
| 30D | +4.3% | +22.3% | -18.1% | +0.7% |
| 3M | -4.6% | +26.6% | -31.2% | -8.4% |
| 6M | +1.7% | +18.9% | -17.2% | -1.7% |
| YTD | +7.3% | +39.2% | -31.8% | +0.7% |
| 1Y | +20.8% | +34.0% | -13.2% | +13.8% |
| 3Y | +247.0% | +42.0% | +204.9% | +220.8% |
| 5Y | +225.5% | +111.9% | +113.6% | +173.5% |
| 10Y | +363.0% | +62.8% | +300.2% | +250.8% |
| All | +1,507.8% | +376.2% | +1,131.6% | +1,072.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling