-65.6%
XE vs RRC
+23.6%
-89.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -3.5% | -4.9% | -9.3% |
| 7D | -12.9% | -6.8% | -6.1% | -14.4% |
| 30D | -30.3% | +34.7% | -65.0% | -19.5% |
| 3M | -45.9% | +31.5% | -77.4% | -37.4% |
| 6M | -66.2% | +21.8% | -88.0% | -65.7% |
| All | -65.6% | +23.6% | -89.2% | -64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling