+2,896.1%
FITB vs RRC
+1,202.2%
+1,693.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +0.6% | +1.3% | -0.7% | +0.4% |
| 30D | -4.7% | +10.1% | -14.9% | -6.0% |
| 3M | +6.7% | +4.0% | +2.7% | +5.9% |
| 6M | +12.6% | +1.6% | +11.0% | +11.8% |
| YTD | +19.1% | +19.7% | -0.6% | +15.6% |
| 1Y | +22.6% | +21.4% | +1.2% | +18.5% |
| 3Y | +127.1% | +29.7% | +97.5% | +115.6% |
| 5Y | +71.8% | +153.9% | -82.1% | +45.9% |
| 10Y | +287.2% | +10.8% | +276.4% | +221.5% |
| All | +2,896.1% | +1,202.2% | +1,693.9% | +2,263.9% |
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