-55.3%
FIS vs RRC
+63.1%
-118.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | -29.4% | -10.3% | -19.1% | -28.7% |
| 30D | -16.7% | +19.5% | -36.2% | -18.1% |
| 3M | -33.0% | +27.9% | -60.9% | -34.5% |
| 6M | -33.3% | +21.2% | -54.5% | -34.6% |
| YTD | -56.0% | +39.6% | -95.6% | -57.4% |
| 1Y | -54.6% | +31.3% | -85.9% | -55.9% |
| 3Y | -40.6% | +51.9% | -92.6% | -43.5% |
| 5Y | -71.9% | +110.2% | -182.1% | -74.4% |
| 10Y | -55.3% | +56.7% | -112.0% | -64.9% |
| All | -55.3% | +63.1% | -118.4% | -64.9% |
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