-70.0%
U vs RRC
+111.3%
-181.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +32.3% | -10.3% | +42.6% | +35.6% |
| 30D | +9.7% | +19.5% | -9.8% | +3.6% |
| 3M | +19.6% | +27.9% | -8.3% | +10.6% |
| 6M | +82.6% | +21.2% | +61.5% | +70.6% |
| YTD | +16.4% | +39.6% | -23.1% | +2.8% |
| 1Y | +28.5% | +31.3% | -2.8% | +15.2% |
| 3Y | +103.8% | +51.9% | +51.8% | +70.2% |
| 5Y | -70.0% | +110.2% | -180.2% | -76.5% |
| All | -70.0% | +111.3% | -181.3% | -76.5% |
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