+28.6%
USFR vs RRC
+73.1%
-44.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.1% | +6.4% | -6.3% | +0.1% |
| 30D | +0.4% | +23.9% | -23.5% | +0.3% |
| 3M | +1.1% | +30.2% | -29.1% | +1.0% |
| 6M | +2.0% | +26.3% | -24.2% | +2.0% |
| YTD | +3.5% | +48.1% | -44.6% | +3.4% |
| 1Y | +4.1% | +37.7% | -33.6% | +4.1% |
| 3Y | +14.4% | +60.3% | -45.9% | +14.3% |
| 5Y | +21.4% | +135.3% | -113.9% | +21.3% |
| All | +28.6% | +73.1% | -44.5% | +28.6% |
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