-48.8%
S vs RRC
+208.4%
-257.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.6% | +2.2% |
| 7D | -13.4% | -10.8% | -2.6% | -11.5% |
| 30D | -14.0% | +22.3% | -36.3% | -17.3% |
| 3M | +4.9% | +26.6% | -21.8% | 0.0% |
| 6M | +42.0% | +18.9% | +23.1% | +36.8% |
| YTD | +45.1% | +39.2% | +5.9% | +34.9% |
| 1Y | +33.1% | +34.0% | -0.9% | +24.4% |
| 3Y | +40.6% | +42.0% | -1.4% | +27.6% |
| 5Y | -67.5% | +111.9% | -179.3% | -73.8% |
| All | -48.8% | +208.4% | -257.2% | -61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling