+24.2%
RRC vs COO
-2.5%
+26.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | -0.2% |
| 7D | -1.2% | -2.3% | +1.1% | -1.1% |
| 30D | +9.4% | -8.8% | +18.2% | +9.8% |
| 3M | +7.4% | +1.3% | +6.0% | +7.8% |
| 6M | +1.5% | -11.6% | +13.0% | +4.0% |
| YTD | +19.4% | -17.4% | +36.8% | +23.7% |
| 1Y | +24.2% | -1.6% | +25.8% | +30.7% |
| All | +24.2% | -2.5% | +26.7% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling