-28.6%
RRC vs BTG
+378.0%
-406.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | 0.0% |
| 7D | -1.2% | +4.8% | -6.0% | -1.7% |
| 30D | +9.4% | +8.3% | +1.1% | +8.4% |
| 3M | +7.4% | +32.3% | -24.9% | +3.8% |
| 6M | +1.5% | +3.0% | -1.5% | 0.0% |
| YTD | +19.4% | +21.9% | -2.5% | +15.0% |
| 1Y | +24.2% | +28.2% | -3.9% | +18.5% |
| 3Y | +32.8% | +99.9% | -67.1% | +18.9% |
| 5Y | +152.9% | +73.6% | +79.4% | +128.6% |
| 10Y | +3.9% | +136.5% | -132.7% | -14.5% |
| All | -28.6% | +378.0% | -406.5% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BTG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling