-47.6%
S vs RRC
+225.8%
-273.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -6.1% |
| 7D | +4.1% | +2.5% | +1.5% | +3.5% |
| 30D | -7.2% | +21.1% | -28.3% | -10.6% |
| 3M | 0.0% | +28.4% | -28.4% | -4.9% |
| 6M | +41.6% | +26.5% | +15.2% | +34.9% |
| YTD | +48.6% | +47.0% | +1.6% | +36.7% |
| 1Y | +30.0% | +35.2% | -5.1% | +21.4% |
| 3Y | +42.2% | +61.0% | -18.8% | +25.8% |
| 5Y | -70.8% | +133.6% | -204.4% | -76.7% |
| All | -47.6% | +225.8% | -273.3% | -61.1% |
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