+171.4%
XME vs RRC
+140.6%
+30.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.7% |
| 7D | +5.3% | +2.5% | +2.8% | +4.2% |
| 30D | -8.2% | +21.1% | -29.3% | -15.7% |
| 3M | -18.4% | +28.4% | -46.8% | -27.0% |
| 6M | -22.8% | +26.5% | -49.3% | -31.2% |
| YTD | -7.9% | +47.0% | -54.9% | -23.4% |
| 1Y | -0.9% | +35.2% | -36.1% | -15.0% |
| 3Y | +96.0% | +61.0% | +35.0% | +51.7% |
| 5Y | +110.3% | +133.6% | -23.3% | +29.1% |
| 10Y | +272.8% | +72.1% | +200.8% | +95.0% |
| All | +171.4% | +140.6% | +30.8% | -23.7% |
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