+1,511.7%
RRC vs COO
+5,406.0%
-3,894.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -0.5% | -2.3% | +1.9% | -0.3% |
| 30D | +25.2% | +13.3% | +11.9% | +24.0% |
| 3M | +27.8% | -18.1% | +45.9% | +29.5% |
| 6M | +27.2% | +6.7% | +20.5% | +26.2% |
| YTD | +48.2% | -23.2% | +71.4% | +50.5% |
| 1Y | +34.7% | -12.3% | +47.0% | +35.4% |
| 3Y | +62.2% | -23.6% | +85.8% | +64.0% |
| 5Y | +130.9% | -38.7% | +169.6% | +136.7% |
| 10Y | +73.4% | +42.2% | +31.2% | +67.9% |
| All | +1,511.7% | +5,406.0% | -3,894.2% | +1,514.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling