+153.4%
EXE vs RRC
+445.2%
-291.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +5.3% | +6.4% | -1.1% | +2.0% |
| 30D | -2.2% | +23.9% | -26.1% | -13.6% |
| 3M | -5.9% | +30.2% | -36.1% | -19.0% |
| 6M | -5.7% | +26.3% | -32.0% | -17.7% |
| YTD | -17.8% | +48.1% | -65.9% | -33.9% |
| 1Y | -23.1% | +37.7% | -60.8% | -35.8% |
| 3Y | +21.2% | +60.3% | -39.1% | -7.3% |
| 5Y | +78.8% | +135.3% | -56.5% | +14.4% |
| All | +153.4% | +445.2% | -291.8% | +38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling