+7.3%
RRC vs COO
+48.2%
-40.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | +1.3% | -2.2% | +3.5% | +2.0% |
| 30D | +10.1% | -7.0% | +17.1% | +12.5% |
| 3M | +4.0% | +12.2% | -8.2% | -0.1% |
| 6M | +1.6% | -15.1% | +16.7% | +6.1% |
| YTD | +19.7% | -15.1% | +34.8% | +25.0% |
| 1Y | +21.4% | +2.3% | +19.1% | +18.9% |
| 3Y | +29.7% | -23.7% | +53.3% | +35.8% |
| 5Y | +153.9% | -38.9% | +192.8% | +180.8% |
| All | +7.3% | +48.2% | -40.9% | -4.2% |
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