-52.3%
Z vs RRC
+114.1%
-166.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | -5.2% | -10.3% | +5.2% | -3.3% |
| 30D | +5.7% | +19.5% | -13.7% | +1.8% |
| 3M | -8.7% | +27.9% | -36.7% | -13.3% |
| 6M | -26.0% | +21.2% | -47.1% | -29.1% |
| YTD | -55.0% | +39.6% | -94.6% | -58.5% |
| 1Y | -58.0% | +31.3% | -89.3% | -60.7% |
| 3Y | -15.2% | +51.9% | -67.1% | -24.4% |
| All | -52.3% | +114.1% | -166.4% | -59.0% |
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