+311.7%
EXEL vs RRC
+73.1%
+238.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -0.8% | +6.4% | -7.2% | -1.7% |
| 30D | +13.1% | +23.9% | -10.7% | +9.6% |
| 3M | +36.3% | +30.2% | +6.2% | +31.1% |
| 6M | +34.5% | +26.3% | +8.3% | +29.6% |
| YTD | +57.4% | +48.1% | +9.3% | +47.7% |
| 1Y | +62.9% | +37.7% | +25.3% | +54.4% |
| 3Y | +229.5% | +60.3% | +169.2% | +200.9% |
| 5Y | +281.2% | +135.3% | +145.9% | +216.0% |
| All | +311.7% | +73.1% | +238.6% | +187.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling