+9.2%
Z vs RRC
+39.1%
-29.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.7% | -7.0% | -10.2% |
| 7D | -2.3% | -6.9% | +4.6% | -1.4% |
| 30D | +9.4% | +25.4% | -16.1% | +6.2% |
| 3M | -16.1% | +31.9% | -48.0% | -19.1% |
| 6M | -30.4% | +17.2% | -47.6% | -32.1% |
| YTD | -55.6% | +43.4% | -99.0% | -57.8% |
| 1Y | -58.5% | +36.7% | -95.3% | -60.4% |
| 3Y | -19.6% | +38.8% | -58.5% | -24.2% |
| 5Y | -54.1% | +118.3% | -172.4% | -59.6% |
| 10Y | -12.1% | +67.7% | -79.8% | -32.7% |
| All | +9.2% | +39.1% | -29.9% | -10.9% |
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