+71.5%
T vs RRC
+4.9%
+66.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | +7.6% | +9.4% | -1.8% | +6.9% |
| 3M | +15.3% | +7.4% | +7.9% | +14.6% |
| 6M | -8.5% | +1.5% | -9.9% | -8.7% |
| YTD | +6.8% | +19.4% | -12.6% | +5.2% |
| 1Y | -7.2% | +24.2% | -31.5% | -9.1% |
| 3Y | +108.2% | +32.8% | +75.5% | +100.9% |
| 5Y | +66.1% | +152.9% | -86.9% | +48.4% |
| All | +71.5% | +4.9% | +66.5% | +40.3% |
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