-26.3%
U vs RRC
+589.2%
-615.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.8% | -6.9% | -3.0% |
| 7D | +24.4% | -5.2% | +29.6% | +25.4% |
| 30D | +7.4% | +25.2% | -17.8% | +1.8% |
| 3M | +16.8% | +27.4% | -10.6% | +10.2% |
| 6M | +78.8% | +27.0% | +51.8% | +68.2% |
| YTD | +14.0% | +46.3% | -32.3% | +2.9% |
| 1Y | +16.7% | +37.1% | -20.4% | +6.7% |
| 3Y | +86.4% | +60.2% | +26.2% | +62.3% |
| 5Y | -71.5% | +136.6% | -208.1% | -77.2% |
| All | -26.3% | +589.2% | -615.5% | -46.0% |
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