+1,593.1%
T vs RRC
+1,418.2%
+174.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +1.7% | -10.3% | +12.0% | +2.3% |
| 30D | -1.7% | +19.5% | -21.2% | -2.9% |
| 3M | -7.3% | +27.9% | -35.2% | -8.8% |
| 6M | -11.2% | +21.2% | -32.4% | -12.4% |
| YTD | -8.1% | +39.6% | -47.6% | -10.1% |
| 1Y | -8.0% | +31.3% | -39.3% | -9.8% |
| 3Y | +62.1% | +51.9% | +10.2% | +56.4% |
| 5Y | +55.7% | +110.2% | -54.5% | +44.9% |
| 10Y | +54.1% | +56.7% | -2.5% | +36.3% |
| All | +1,593.1% | +1,418.2% | +174.9% | +1,286.7% |
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