+787.9%
RRC vs DAR
+1,762.6%
-974.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +1.3% | +1.4% | -0.1% | +1.1% |
| 30D | +10.1% | +12.8% | -2.7% | +8.5% |
| 3M | +4.0% | +7.4% | -3.4% | +3.0% |
| 6M | +1.6% | +22.3% | -20.7% | -1.0% |
| YTD | +19.7% | +81.1% | -61.4% | +11.4% |
| 1Y | +21.4% | +106.5% | -85.1% | +11.0% |
| 3Y | +29.7% | +5.3% | +24.4% | +26.3% |
| 5Y | +153.9% | -11.5% | +165.4% | +152.3% |
| 10Y | +10.8% | +353.3% | -342.5% | -6.4% |
| All | +787.9% | +1,762.6% | -974.7% | +640.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling