+4.4%
RRC vs BTG
+158.3%
-153.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.6% |
| 7D | -1.2% | -5.5% | +4.3% | -0.7% |
| 30D | +3.0% | +6.1% | -3.1% | +2.3% |
| 3M | +7.3% | +38.6% | -31.4% | +3.6% |
| 6M | +3.6% | +0.7% | +2.9% | +2.6% |
| YTD | +19.4% | +20.3% | -1.0% | +15.4% |
| 1Y | +21.4% | +25.0% | -3.6% | +16.3% |
| 3Y | +32.8% | +97.3% | -64.6% | +19.0% |
| 5Y | +152.6% | +78.3% | +74.2% | +128.9% |
| All | +4.4% | +158.3% | -153.9% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling