+34.0%
RRC vs FGI
-4.4%
+38.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -0.9% |
| 7D | +1.3% | +0.5% | +0.8% | +1.3% |
| 30D | +10.1% | +65.4% | -55.3% | +10.0% |
| 3M | +4.0% | +23.5% | -19.5% | +4.0% |
| 6M | +1.6% | +60.5% | -58.9% | +0.8% |
| YTD | +19.7% | +30.0% | -10.3% | +19.0% |
| 1Y | +21.4% | +82.1% | -60.6% | +18.4% |
| All | +34.0% | -4.4% | +38.3% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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