-71.4%
FIS vs RRC
+110.6%
-182.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.8% |
| 7D | -25.5% | -10.8% | -14.7% | -24.1% |
| 30D | -15.1% | +22.3% | -37.4% | -17.7% |
| 3M | -32.1% | +26.6% | -58.7% | -34.7% |
| 6M | -36.1% | +18.9% | -55.0% | -37.9% |
| YTD | -55.4% | +39.2% | -94.6% | -57.9% |
| 1Y | -53.9% | +34.0% | -87.8% | -56.3% |
| 3Y | -39.8% | +42.0% | -81.8% | -44.5% |
| All | -71.4% | +110.6% | -182.0% | -76.3% |
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 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