+91.7%
AXP vs RRC
+111.3%
-19.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | -1.1% | -10.3% | +9.2% | +0.8% |
| 30D | +5.2% | +19.5% | -14.2% | +1.3% |
| 3M | -4.6% | +27.9% | -32.5% | -9.5% |
| 6M | +3.2% | +21.2% | -17.9% | -1.4% |
| YTD | -11.3% | +39.6% | -50.9% | -18.3% |
| 1Y | -11.0% | +31.3% | -42.3% | -17.1% |
| 3Y | +120.2% | +51.9% | +68.2% | +95.8% |
| 5Y | +91.7% | +110.2% | -18.4% | +62.5% |
| All | +91.7% | +111.3% | -19.6% | +62.5% |
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