-19.3%
RMD vs RRC
+156.2%
-175.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -5.0% | +1.3% | -6.3% | -5.1% |
| 30D | +2.2% | +10.1% | -7.9% | +1.3% |
| 3M | +17.8% | +4.0% | +13.8% | +17.3% |
| 6M | -11.3% | +1.6% | -12.9% | -11.7% |
| YTD | -4.4% | +19.7% | -24.1% | -6.4% |
| 1Y | -15.7% | +21.4% | -37.1% | -17.7% |
| 3Y | +47.7% | +29.7% | +18.1% | +41.9% |
| All | -19.3% | +156.2% | -175.5% | -21.4% |
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