+24.7%
Z vs RRC
+16.1%
+8.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 3M | -3.7% | +4.0% | -7.7% | -4.3% |
| 6M | -24.5% | +1.6% | -26.1% | -24.9% |
| YTD | -49.3% | +19.7% | -69.0% | -50.7% |
| 1Y | -58.7% | +21.4% | -80.1% | -59.9% |
| 3Y | -34.1% | +29.7% | -63.8% | -37.2% |
| 5Y | -64.5% | +153.9% | -218.4% | -69.2% |
| 10Y | -0.5% | +10.8% | -11.3% | -21.2% |
| All | +24.7% | +16.1% | +8.6% | +4.3% |
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