+152.0%
RRC vs BG
+88.4%
+63.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.1% |
| 7D | -1.2% | +3.7% | -4.9% | -3.0% |
| 30D | +3.0% | +12.3% | -9.4% | -3.2% |
| 3M | +7.3% | -2.2% | +9.5% | +7.8% |
| 6M | +3.6% | +5.3% | -1.8% | -0.5% |
| YTD | +19.4% | +42.4% | -23.0% | -3.5% |
| 1Y | +21.4% | +55.2% | -33.8% | -7.6% |
| 3Y | +32.8% | +21.0% | +11.8% | +15.7% |
| 5Y | +152.0% | +87.1% | +64.8% | +32.3% |
| All | +152.0% | +88.4% | +63.6% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling