+584.9%
XYZ vs RRC
+73.1%
+511.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.7% |
| 7D | -1.1% | +6.4% | -7.4% | -2.1% |
| 30D | +11.5% | +23.9% | -12.4% | +6.8% |
| 3M | +1.8% | +30.2% | -28.4% | -3.4% |
| 6M | +21.2% | +26.3% | -5.0% | +15.2% |
| YTD | +29.9% | +48.1% | -18.1% | +19.6% |
| 1Y | +35.8% | +37.7% | -1.9% | +26.4% |
| 3Y | +62.6% | +60.3% | +2.3% | +46.2% |
| 5Y | -62.8% | +135.3% | -198.1% | -68.8% |
| All | +584.9% | +73.1% | +511.8% | +368.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling