+161.6%
RRC vs COO
-38.8%
+200.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +1.3% | -2.2% | +3.5% | +1.9% |
| 30D | +10.1% | -7.0% | +17.1% | +12.2% |
| 3M | +4.0% | +12.2% | -8.2% | +0.5% |
| 6M | +1.6% | -15.1% | +16.7% | +5.9% |
| YTD | +19.7% | -15.1% | +34.8% | +24.7% |
| 1Y | +21.4% | +2.3% | +19.1% | +19.4% |
| 3Y | +29.7% | -23.7% | +53.3% | +35.7% |
| All | +161.6% | -38.8% | +200.4% | +171.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling