-62.1%
XE vs RRC
+22.9%
-85.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.4% |
| 7D | +6.2% | +6.4% | -0.2% | +7.8% |
| 30D | -4.8% | +23.9% | -28.7% | +5.4% |
| 3M | -51.3% | +30.2% | -81.4% | -44.2% |
| 6M | -64.2% | +26.3% | -90.5% | -61.2% |
| All | -62.1% | +22.9% | -85.0% | -60.3% |
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