+226.1%
FIS vs RRC
+1,323.1%
-1,097.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | -29.4% | -10.3% | -19.1% | -28.3% |
| 30D | -16.7% | +19.5% | -36.2% | -18.8% |
| 3M | -33.0% | +27.9% | -60.9% | -35.3% |
| 6M | -33.3% | +21.2% | -54.5% | -35.2% |
| YTD | -56.0% | +39.6% | -95.6% | -58.1% |
| 1Y | -54.6% | +31.3% | -85.9% | -56.5% |
| 3Y | -40.6% | +51.9% | -92.6% | -45.0% |
| 5Y | -71.9% | +110.2% | -182.1% | -75.8% |
| 10Y | -55.3% | +56.7% | -112.0% | -64.2% |
| All | +226.1% | +1,323.1% | -1,097.0% | +69.0% |
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 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