+386.9%
EXEL vs RRC
+4.5%
+382.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.3% | -1.7% | +1.4% | -0.1% |
| 30D | +10.1% | +3.6% | +6.5% | +9.6% |
| 3M | +10.1% | +8.8% | +1.2% | +8.6% |
| 6M | +37.7% | +0.8% | +36.9% | +36.9% |
| YTD | +33.1% | +19.0% | +14.1% | +29.0% |
| 1Y | +52.4% | +22.9% | +29.5% | +46.6% |
| 3Y | +163.8% | +32.3% | +131.5% | +147.4% |
| 5Y | +198.5% | +151.6% | +46.9% | +143.0% |
| 10Y | +386.9% | +5.5% | +381.4% | +253.6% |
| All | +386.9% | +4.5% | +382.3% | +253.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling