+73.4%
RRC vs COO
+40.2%
+33.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -0.5% | -2.3% | +1.9% | +0.2% |
| 30D | +25.2% | +13.3% | +11.9% | +20.6% |
| 3M | +27.8% | -18.1% | +45.9% | +34.4% |
| 6M | +27.2% | +6.7% | +20.5% | +22.9% |
| YTD | +48.2% | -23.2% | +71.4% | +58.0% |
| 1Y | +34.7% | -12.3% | +47.0% | +37.4% |
| 3Y | +62.2% | -23.6% | +85.8% | +67.4% |
| 5Y | +130.9% | -38.7% | +169.6% | +151.9% |
| 10Y | +73.4% | +42.2% | +31.2% | +64.9% |
| All | +73.4% | +40.2% | +33.3% | +64.9% |
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