+116.1%
XME vs RRC
+135.4%
-19.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.3% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | -7.3% | +25.2% | -32.5% | -14.0% |
| 3M | -17.4% | +27.8% | -45.2% | -24.1% |
| 6M | -21.8% | +27.2% | -49.0% | -28.5% |
| YTD | -6.0% | +48.2% | -54.1% | -19.1% |
| 1Y | +3.8% | +34.7% | -30.9% | -7.9% |
| 3Y | +100.0% | +62.2% | +37.8% | +61.8% |
| 5Y | +116.1% | +130.9% | -14.8% | +51.0% |
| All | +116.1% | +135.4% | -19.4% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling