+7,716.4%
TPR vs RRC
+1,498.7%
+6,217.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -2.3% | +1.3% | -3.6% | -2.6% |
| 30D | -23.0% | +10.1% | -33.1% | -24.7% |
| 3M | -12.5% | +4.0% | -16.5% | -13.5% |
| 6M | -21.4% | +1.6% | -23.0% | -22.4% |
| YTD | -3.5% | +19.7% | -23.2% | -8.6% |
| 1Y | +17.4% | +21.4% | -4.1% | +10.3% |
| 3Y | +291.3% | +29.7% | +261.6% | +255.4% |
| 5Y | +241.9% | +153.9% | +88.0% | +150.7% |
| 10Y | +322.7% | +10.8% | +311.8% | +203.9% |
| All | +7,716.4% | +1,498.7% | +6,217.8% | +2,772.2% |
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