+230.6%
FIS vs RRC
+1,319.3%
-1,088.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.9% |
| 7D | -25.5% | -10.8% | -14.7% | -24.3% |
| 30D | -15.1% | +22.3% | -37.4% | -17.4% |
| 3M | -32.1% | +26.6% | -58.7% | -34.3% |
| 6M | -36.1% | +18.9% | -55.0% | -37.7% |
| YTD | -55.4% | +39.2% | -94.6% | -57.6% |
| 1Y | -53.9% | +34.0% | -87.8% | -56.0% |
| 3Y | -39.8% | +42.0% | -81.8% | -43.7% |
| 5Y | -71.1% | +111.9% | -183.0% | -75.1% |
| 10Y | -53.8% | +62.8% | -116.6% | -63.3% |
| All | +230.6% | +1,319.3% | -1,088.8% | +71.4% |
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