-23.6%
EXE vs RRC
+38.2%
-61.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.1% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | -0.2% | +25.2% | -25.4% | -14.5% |
| 3M | -9.2% | +27.8% | -37.1% | -23.4% |
| 6M | -7.2% | +27.2% | -34.5% | -21.6% |
| YTD | -18.3% | +48.2% | -66.4% | -39.5% |
| 1Y | -23.6% | +34.7% | -58.3% | -39.2% |
| All | -23.6% | +38.2% | -61.8% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling