-68.1%
U vs RRC
+155.3%
-223.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +4.5% | -1.2% | +5.7% | +4.8% |
| 30D | -0.6% | +9.4% | -10.0% | -2.9% |
| 3M | +48.4% | +7.4% | +41.0% | +45.2% |
| 6M | +115.4% | +1.5% | +113.9% | +112.6% |
| YTD | -3.2% | +19.4% | -22.6% | -9.3% |
| 1Y | -6.0% | +24.2% | -30.3% | -13.8% |
| 3Y | +13.5% | +32.8% | -19.3% | +0.3% |
| All | -68.1% | +155.3% | -223.4% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling