-11.4%
RRC vs BTG
+332.2%
-343.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +6.4% | -9.1% | +15.5% | +7.3% |
| 30D | +23.9% | -1.6% | +25.5% | +23.7% |
| 3M | +30.2% | -2.8% | +33.0% | +29.9% |
| 6M | +26.3% | -7.6% | +33.9% | +26.0% |
| YTD | +48.1% | +10.2% | +37.8% | +43.5% |
| 1Y | +37.7% | +21.3% | +16.4% | +32.0% |
| 3Y | +60.3% | +82.7% | -22.4% | +44.4% |
| 5Y | +135.3% | +30.8% | +104.5% | +117.6% |
| 10Y | +73.3% | +163.7% | -90.4% | +40.9% |
| All | -11.4% | +332.2% | -343.6% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling