+3,874.2%
RRX vs RRC
+1,202.2%
+2,672.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | +3.4% | +1.3% | +2.1% | +3.3% |
| 30D | -11.1% | +10.1% | -21.2% | -12.2% |
| 3M | -23.7% | +4.0% | -27.7% | -24.2% |
| 6M | -22.0% | +1.6% | -23.6% | -22.5% |
| YTD | +16.5% | +19.7% | -3.2% | +13.2% |
| 1Y | +11.5% | +21.4% | -9.9% | +8.0% |
| 3Y | +1.5% | +29.7% | -28.1% | -2.9% |
| 5Y | +18.3% | +153.9% | -135.6% | +2.2% |
| 10Y | +209.8% | +10.8% | +199.0% | +162.5% |
| All | +3,874.2% | +1,202.2% | +2,672.0% | +2,853.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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