+6,954.6%
TDY vs RRC
+1,693.8%
+5,260.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | -1.8% | -1.7% | -0.1% | -1.6% |
| 30D | -13.8% | +3.6% | -17.4% | -14.3% |
| 3M | -3.9% | +8.8% | -12.7% | -5.5% |
| 6M | -9.0% | +0.8% | -9.8% | -9.6% |
| YTD | +16.5% | +19.0% | -2.4% | +12.5% |
| 1Y | +9.3% | +22.9% | -13.7% | +4.6% |
| 3Y | +45.1% | +32.3% | +12.8% | +35.0% |
| 5Y | +35.0% | +151.6% | -116.6% | +7.5% |
| 10Y | +469.0% | +5.5% | +463.5% | +355.5% |
| All | +6,954.6% | +1,693.8% | +5,260.8% | +2,669.8% |
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