+1,579.9%
T vs RRC
+1,414.2%
+165.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.7% |
| 7D | +1.0% | -10.8% | +11.8% | +1.7% |
| 30D | -10.6% | +22.3% | -32.9% | -11.8% |
| 3M | -7.7% | +26.6% | -34.4% | -9.2% |
| 6M | -13.3% | +18.9% | -32.2% | -14.4% |
| YTD | -8.8% | +39.2% | -48.0% | -10.8% |
| 1Y | -8.4% | +34.0% | -42.4% | -10.3% |
| 3Y | +59.6% | +42.0% | +17.6% | +54.6% |
| 5Y | +52.1% | +111.9% | -59.8% | +41.5% |
| 10Y | +56.9% | +62.8% | -5.9% | +38.4% |
| All | +1,579.9% | +1,414.2% | +165.7% | +1,276.1% |
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 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