-40.9%
FIS vs RRC
+4.5%
-45.4%
-72.5%
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 | -3.4% | -0.4% | -3.1% | -3.4% |
| 7D | -9.1% | -1.7% | -7.3% | -8.9% |
| 30D | -10.4% | +3.6% | -14.0% | -10.7% |
| 3M | -3.7% | +8.8% | -12.5% | -4.5% |
| 6M | -24.8% | +0.8% | -25.6% | -24.9% |
| YTD | -41.6% | +19.0% | -60.5% | -42.6% |
| 1Y | -42.7% | +22.9% | -65.7% | -44.0% |
| 3Y | -26.2% | +32.3% | -58.5% | -28.9% |
| 5Y | -66.1% | +151.6% | -217.7% | -69.2% |
| 10Y | -40.9% | +5.5% | -46.4% | -52.0% |
| All | -40.9% | +4.5% | -45.4% | -52.0% |
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