+4,261.5%
XOM vs RRC
+1,202.2%
+3,059.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | +1.8% | +1.3% | +0.5% | +1.6% |
| 30D | +5.9% | +10.1% | -4.3% | +4.4% |
| 3M | +5.6% | +4.0% | +1.6% | +5.0% |
| 6M | +7.9% | +1.6% | +6.3% | +7.6% |
| YTD | +35.2% | +19.7% | +15.5% | +31.7% |
| 1Y | +46.0% | +21.4% | +24.6% | +41.7% |
| 3Y | +55.0% | +29.7% | +25.4% | +47.8% |
| 5Y | +246.3% | +153.9% | +92.4% | +195.9% |
| 10Y | +181.0% | +10.8% | +170.2% | +137.3% |
| All | +4,261.5% | +1,202.2% | +3,059.3% | +2,983.9% |
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 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