+371.7%
EXEL vs RRC
+4,237.5%
-3,865.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.9% |
| 7D | +0.3% | -10.8% | +11.1% | +3.0% |
| 30D | +19.0% | +22.3% | -3.3% | +12.9% |
| 3M | +33.3% | +26.6% | +6.7% | +25.0% |
| 6M | +42.9% | +18.9% | +23.9% | +35.5% |
| YTD | +58.7% | +39.2% | +19.5% | +44.0% |
| 1Y | +70.5% | +34.0% | +36.6% | +55.9% |
| 3Y | +233.8% | +42.0% | +191.8% | +192.2% |
| 5Y | +259.3% | +111.9% | +147.5% | +162.9% |
| 10Y | +484.1% | +62.8% | +421.4% | +266.8% |
| All | +371.7% | +4,237.5% | -3,865.8% | +24.3% |
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