-23.1%
EXE vs RRC
+36.3%
-59.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | +5.3% | +6.4% | -1.1% | +1.8% |
| 30D | -2.2% | +23.9% | -26.1% | -15.6% |
| 3M | -5.9% | +30.2% | -36.1% | -21.7% |
| 6M | -5.7% | +26.3% | -32.0% | -19.9% |
| YTD | -17.8% | +48.1% | -65.9% | -39.3% |
| 1Y | -23.1% | +37.7% | -60.8% | -39.9% |
| All | -23.1% | +36.3% | -59.4% | -39.9% |
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 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