-62.2%
FIS vs RRC
+156.2%
-218.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | -2.2% | +10.1% | -12.3% | -3.7% |
| 3M | +2.1% | +4.0% | -1.9% | +1.4% |
| 6M | -14.7% | +1.6% | -16.3% | -15.1% |
| YTD | -35.7% | +19.7% | -55.4% | -37.8% |
| 1Y | -37.1% | +21.4% | -58.5% | -39.4% |
| 3Y | -20.0% | +29.7% | -49.7% | -25.4% |
| All | -62.2% | +156.2% | -218.5% | -70.2% |
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