+319.7%
SPY vs RRC
+4.5%
+315.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.4% | -1.7% | +1.4% | -0.2% |
| 30D | -1.4% | +3.6% | -5.0% | -1.8% |
| 3M | +3.7% | +8.8% | -5.1% | +2.6% |
| 6M | +13.0% | +0.8% | +12.2% | +12.6% |
| YTD | +12.4% | +19.0% | -6.6% | +9.8% |
| 1Y | +18.5% | +22.9% | -4.4% | +15.2% |
| 3Y | +77.6% | +32.3% | +45.3% | +69.8% |
| 5Y | +81.7% | +151.6% | -69.9% | +59.5% |
| 10Y | +319.7% | +5.5% | +314.1% | +243.3% |
| All | +319.7% | +4.5% | +315.1% | +243.3% |
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