+3.9%
RRC vs RVTY
+140.1%
-136.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.5% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +9.4% | +10.8% | -1.4% | +6.0% |
| 3M | +7.4% | +26.8% | -19.4% | -0.5% |
| 6M | +1.5% | +39.3% | -37.9% | -9.8% |
| YTD | +19.4% | +31.6% | -12.2% | +7.3% |
| 1Y | +24.2% | +47.7% | -23.5% | +6.9% |
| 3Y | +32.8% | +19.9% | +12.9% | +18.1% |
| 5Y | +152.9% | -32.3% | +185.3% | +170.7% |
| 10Y | +3.9% | +138.4% | -134.6% | -41.1% |
| All | +3.9% | +140.1% | -136.2% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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