+270.8%
EXEL vs RRC
+110.6%
+160.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.5% |
| 7D | +0.3% | -10.8% | +11.1% | +1.2% |
| 30D | +19.0% | +22.3% | -3.3% | +16.9% |
| 3M | +33.3% | +26.6% | +6.7% | +30.5% |
| 6M | +42.9% | +18.9% | +23.9% | +40.4% |
| YTD | +58.7% | +39.2% | +19.5% | +53.1% |
| 1Y | +70.5% | +34.0% | +36.6% | +65.1% |
| 3Y | +233.8% | +42.0% | +191.8% | +217.6% |
| All | +270.8% | +110.6% | +160.2% | +226.5% |
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