-5.9%
RMD vs RRC
+111.3%
-117.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +1.2% | -10.3% | +11.5% | +2.2% |
| 30D | +2.5% | +19.5% | -17.0% | +0.3% |
| 3M | +11.5% | +27.9% | -16.4% | +8.4% |
| 6M | +14.7% | +21.2% | -6.5% | +11.9% |
| YTD | -1.3% | +39.6% | -40.9% | -5.4% |
| 1Y | -5.3% | +31.3% | -36.5% | -8.7% |
| 3Y | +68.8% | +51.9% | +16.8% | +58.1% |
| 5Y | -5.9% | +110.2% | -116.0% | -16.7% |
| All | -5.9% | +111.3% | -117.2% | -16.7% |
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 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