+108.9%
RRC vs COO
-41.6%
+150.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.5% |
| 7D | -10.8% | +4.7% | -15.5% | -11.8% |
| 30D | +22.3% | +13.9% | +8.4% | +18.5% |
| 3M | +26.6% | -14.9% | +41.6% | +31.1% |
| 6M | +18.9% | +2.0% | +16.9% | +16.9% |
| YTD | +39.2% | -23.9% | +63.1% | +48.2% |
| 1Y | +34.0% | -9.6% | +43.6% | +35.5% |
| 3Y | +42.0% | -25.4% | +67.4% | +46.6% |
| All | +108.9% | -41.6% | +150.5% | +119.5% |
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