+376.5%
FIS vs RRC
+1,120.6%
-744.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 3M | +2.1% | +4.0% | -1.9% | +1.5% |
| 6M | -14.7% | +1.6% | -16.3% | -15.1% |
| YTD | -35.7% | +19.7% | -55.4% | -37.5% |
| 1Y | -37.1% | +21.4% | -58.5% | -39.0% |
| 3Y | -20.0% | +29.7% | -49.7% | -24.2% |
| 5Y | -62.1% | +153.9% | -216.0% | -68.1% |
| 10Y | -37.4% | +10.8% | -48.2% | -47.2% |
| All | +376.5% | +1,120.6% | -744.1% | +152.5% |
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