+60.3%
RRC vs DAR
+33.7%
+26.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | +6.4% | +11.6% | -5.2% | +3.7% |
| 30D | +23.9% | -10.2% | +34.1% | +26.7% |
| 3M | +30.2% | -14.8% | +45.0% | +34.4% |
| 6M | +26.3% | -10.1% | +36.3% | +28.6% |
| YTD | +48.1% | +55.5% | -7.4% | +33.6% |
| 1Y | +37.7% | +61.7% | -24.0% | +23.0% |
| 3Y | +60.3% | +37.2% | +23.1% | +39.0% |
| All | +60.3% | +33.7% | +26.6% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling