+163.6%
W vs RRC
-32.6%
+196.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | -4.2% | +1.3% | -5.5% | -4.4% |
| 30D | -7.6% | +10.1% | -17.7% | -9.3% |
| 3M | +37.2% | +4.0% | +33.2% | +35.4% |
| 6M | +26.3% | +1.6% | +24.7% | +24.6% |
| YTD | -1.0% | +19.7% | -20.7% | -5.8% |
| 1Y | +20.1% | +21.4% | -1.3% | +13.3% |
| 3Y | +37.8% | +29.7% | +8.1% | +27.6% |
| 5Y | -63.7% | +153.9% | -217.5% | -70.7% |
| 10Y | +156.3% | +10.8% | +145.5% | +72.6% |
| All | +163.6% | -32.6% | +196.2% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling