+56.7%
RRC vs COO
+40.7%
+16.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.3% | -0.4% |
| 7D | -10.3% | +4.3% | -14.6% | -11.4% |
| 30D | +19.5% | +17.6% | +1.9% | +13.9% |
| 3M | +27.9% | -13.9% | +41.8% | +32.6% |
| 6M | +21.2% | +6.6% | +14.6% | +17.1% |
| YTD | +39.6% | -22.0% | +61.6% | +48.2% |
| 1Y | +31.3% | -8.8% | +40.1% | +32.4% |
| 3Y | +51.9% | -21.5% | +73.4% | +55.5% |
| 5Y | +110.2% | -41.0% | +151.2% | +132.2% |
| 10Y | +56.7% | +40.9% | +15.8% | +47.4% |
| All | +56.7% | +40.7% | +16.0% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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