+78.6%
UUUU vs RRC
+142.8%
-64.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.5% | -3.5% | -4.4% |
| 7D | -10.5% | -1.8% | -8.7% | -9.8% |
| 30D | -10.5% | +2.7% | -13.2% | -11.6% |
| 3M | -14.1% | +8.8% | -23.0% | -17.9% |
| 6M | -35.5% | -1.2% | -34.3% | -36.3% |
| YTD | -10.9% | +17.6% | -28.5% | -19.3% |
| 1Y | +3.4% | +18.4% | -15.1% | -8.5% |
| 3Y | +73.1% | +33.1% | +40.0% | +38.2% |
| All | +78.6% | +142.8% | -64.2% | -12.2% |
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