+3.9%
RRC vs DAR
+367.0%
-363.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.5% |
| 7D | -1.2% | -0.9% | -0.3% | -0.9% |
| 30D | +9.4% | +13.0% | -3.5% | +3.5% |
| 3M | +7.4% | +15.0% | -7.6% | +0.5% |
| 6M | +1.5% | +26.8% | -25.4% | -9.4% |
| YTD | +19.4% | +86.4% | -67.0% | -10.1% |
| 1Y | +24.2% | +115.1% | -90.9% | -13.1% |
| 3Y | +32.8% | +14.6% | +18.2% | +15.8% |
| 5Y | +152.9% | -8.8% | +161.7% | +140.6% |
| 10Y | +3.9% | +356.5% | -352.7% | -55.7% |
| All | +3.9% | +367.0% | -363.2% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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