-64.8%
Z vs RRC
+156.2%
-221.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -3.0% | +1.3% | -4.3% | -3.2% |
| 30D | -4.2% | +10.1% | -14.3% | -5.8% |
| 3M | -3.7% | +4.0% | -7.7% | -4.5% |
| 6M | -24.5% | +1.6% | -26.1% | -25.1% |
| YTD | -49.3% | +19.7% | -69.0% | -51.3% |
| 1Y | -58.7% | +21.4% | -80.1% | -60.6% |
| 3Y | -34.1% | +29.7% | -63.8% | -38.9% |
| All | -64.8% | +156.2% | -221.1% | -68.0% |
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