+8,398.6%
TPR vs RRC
+1,758.9%
+6,639.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.4% |
| 7D | +14.2% | -10.8% | +25.0% | +17.0% |
| 30D | +17.1% | +22.3% | -5.2% | +11.1% |
| 3M | -17.7% | +26.6% | -44.3% | -22.7% |
| 6M | -10.2% | +18.9% | -29.1% | -14.8% |
| YTD | +4.9% | +39.2% | -34.3% | -4.7% |
| 1Y | +36.1% | +34.0% | +2.2% | +24.4% |
| 3Y | +416.5% | +42.0% | +374.4% | +357.1% |
| 5Y | +254.8% | +111.9% | +142.9% | +171.2% |
| 10Y | +391.7% | +62.8% | +329.0% | +221.2% |
| All | +8,398.6% | +1,758.9% | +6,639.7% | +2,891.7% |
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