+2,895.1%
FITB vs RRC
+1,511.7%
+1,383.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +7.0% | +25.2% | -18.2% | +3.6% |
| 3M | -4.8% | +27.8% | -32.6% | -8.1% |
| 6M | +13.5% | +27.2% | -13.7% | +9.4% |
| YTD | +19.1% | +48.2% | -29.1% | +12.0% |
| 1Y | +30.8% | +34.7% | -3.9% | +24.4% |
| 3Y | +141.6% | +62.2% | +79.4% | +122.1% |
| 5Y | +48.3% | +130.9% | -82.6% | +27.1% |
| 10Y | +215.9% | +73.4% | +142.5% | +148.3% |
| All | +2,895.1% | +1,511.7% | +1,383.4% | +2,189.7% |
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