+2,287.0%
RSG vs RRC
+759.8%
+1,527.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +2.5% | +6.4% | -3.9% | +1.9% |
| 30D | +12.7% | +23.9% | -11.2% | +10.4% |
| 3M | +17.9% | +30.2% | -12.2% | +15.0% |
| 6M | +25.0% | +26.3% | -1.3% | +22.1% |
| YTD | +20.8% | +48.1% | -27.3% | +16.2% |
| 1Y | +24.3% | +37.7% | -13.4% | +20.2% |
| 3Y | +65.3% | +60.3% | +5.0% | +56.2% |
| 5Y | +99.1% | +135.3% | -36.2% | +77.8% |
| 10Y | +452.4% | +73.3% | +379.0% | +364.2% |
| All | +2,287.0% | +759.8% | +1,527.2% | +1,766.7% |
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 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