+57.9%
EXEL vs RRC
+23.4%
+34.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.3% |
| 7D | +8.4% | +1.3% | +7.1% | +8.5% |
| 30D | +4.1% | +10.1% | -6.0% | +4.9% |
| 3M | +12.4% | +4.0% | +8.4% | +12.8% |
| 6M | +41.5% | +1.6% | +40.0% | +41.1% |
| YTD | +34.6% | +19.7% | +14.9% | +33.1% |
| 1Y | +57.9% | +21.4% | +36.4% | +61.9% |
| All | +57.9% | +23.4% | +34.5% | +61.9% |
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