+208.9%
W vs RRC
+71.8%
+137.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | -1.7% | +2.5% | -4.2% | -2.2% |
| 30D | +3.2% | +21.1% | -17.9% | -1.2% |
| 3M | +8.3% | +28.4% | -20.1% | +2.2% |
| 6M | +84.3% | +26.5% | +57.8% | +73.1% |
| YTD | +11.0% | +47.0% | -36.0% | +0.1% |
| 1Y | -0.2% | +35.2% | -35.4% | -8.6% |
| 3Y | +157.9% | +61.0% | +97.0% | +126.0% |
| 5Y | -56.8% | +133.6% | -190.4% | -65.7% |
| All | +208.9% | +71.8% | +137.1% | +77.1% |
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