-37.8%
U vs RRC
+460.5%
-498.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.4% | -1.7% | +6.1% | +4.7% |
| 30D | -1.3% | +3.6% | -4.9% | -2.0% |
| 3M | +49.6% | +8.8% | +40.7% | +46.5% |
| 6M | +100.2% | +0.8% | +99.4% | +98.4% |
| YTD | -3.7% | +19.0% | -22.7% | -8.5% |
| 1Y | -6.5% | +22.9% | -29.4% | -12.4% |
| 3Y | +12.9% | +32.3% | -19.4% | +2.9% |
| 5Y | -68.3% | +151.6% | -219.9% | -74.2% |
| All | -37.8% | +460.5% | -498.3% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling