+89.5%
RSG vs RRC
+150.0%
-60.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.6% |
| 7D | -1.8% | -1.2% | -0.6% | -1.7% |
| 30D | +2.8% | +3.0% | -0.2% | +2.6% |
| 3M | +4.3% | +7.3% | -3.0% | +3.7% |
| 6M | -0.5% | +3.6% | -4.1% | -0.9% |
| YTD | +5.2% | +19.4% | -14.1% | +3.7% |
| 1Y | -2.1% | +21.4% | -23.6% | -3.8% |
| 3Y | +56.5% | +32.8% | +23.8% | +51.8% |
| 5Y | +89.5% | +152.0% | -62.5% | +80.7% |
| All | +89.5% | +150.0% | -60.5% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling