+103.6%
EXE vs RRC
+153.5%
-49.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | -1.8% | -1.2% | -0.6% | -1.1% |
| 30D | +6.4% | +9.4% | -3.0% | +0.8% |
| 3M | +9.2% | +7.4% | +1.9% | +4.5% |
| 6M | -7.0% | +1.5% | -8.5% | -8.1% |
| YTD | -9.5% | +19.4% | -28.9% | -18.9% |
| 1Y | +6.2% | +24.2% | -18.0% | -7.2% |
| 3Y | +20.7% | +32.8% | -12.0% | -0.8% |
| 5Y | +103.6% | +152.9% | -49.3% | +13.2% |
| All | +103.6% | +153.5% | -49.9% | +13.2% |
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 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