+4,214.5%
RRX vs RRC
+1,510.8%
+2,703.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | +4.3% | +6.4% | -2.0% | +3.5% |
| 30D | +12.3% | +23.9% | -11.6% | +9.2% |
| 3M | +3.7% | +30.2% | -26.5% | +0.1% |
| 6M | -13.9% | +26.3% | -40.2% | -16.8% |
| YTD | +26.5% | +48.1% | -21.6% | +19.5% |
| 1Y | +29.3% | +37.7% | -8.4% | +23.1% |
| 3Y | +65.6% | +60.3% | +5.3% | +54.1% |
| 5Y | +10.6% | +135.3% | -124.6% | -3.7% |
| 10Y | +202.9% | +73.3% | +129.5% | +143.7% |
| All | +4,214.5% | +1,510.8% | +2,703.7% | +3,015.9% |
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