+178.5%
EXE vs RRC
+340.8%
-162.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | -0.3% | +1.3% | -1.6% | -0.9% |
| 30D | +8.5% | +10.1% | -1.7% | +3.2% |
| 3M | +5.5% | +4.0% | +1.5% | +3.2% |
| 6M | -5.9% | +1.6% | -7.5% | -6.9% |
| YTD | -9.7% | +19.7% | -29.4% | -17.9% |
| 1Y | +3.6% | +21.4% | -17.8% | -6.4% |
| 3Y | +18.0% | +29.7% | -11.6% | +1.9% |
| 5Y | +109.4% | +153.9% | -44.4% | +42.4% |
| All | +178.5% | +340.8% | -162.3% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling