+2.4%
RRC vs BG
+166.7%
-164.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.9% |
| 7D | -2.0% | +3.1% | -5.1% | -3.6% |
| 30D | +2.4% | +10.2% | -7.8% | -2.7% |
| 3M | +8.6% | -1.7% | +10.2% | +8.5% |
| 6M | -1.4% | +1.0% | -2.4% | -3.2% |
| YTD | +17.3% | +39.9% | -22.6% | -3.2% |
| 1Y | +18.1% | +53.2% | -35.1% | -7.9% |
| 3Y | +32.8% | +16.3% | +16.5% | +16.8% |
| 5Y | +147.6% | +83.9% | +63.7% | +71.2% |
| All | +2.4% | +166.7% | -164.3% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling