+137.4%
XME vs RRC
+32.7%
+104.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +3.6% | -1.2% | +4.8% | +3.9% |
| 30D | +3.6% | +9.4% | -5.8% | +1.2% |
| 3M | +1.2% | +7.4% | -6.2% | -1.1% |
| 6M | +9.0% | +1.5% | +7.6% | +7.6% |
| YTD | +15.9% | +19.4% | -3.5% | +7.9% |
| 1Y | +43.2% | +24.2% | +19.0% | +30.5% |
| 3Y | +137.4% | +32.8% | +104.6% | +102.9% |
| All | +137.4% | +32.7% | +104.6% | +102.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling