+634.6%
XYZ vs RRC
+67.7%
+566.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.8% | -8.2% | -4.2% |
| 7D | +12.6% | -5.2% | +17.8% | +13.5% |
| 30D | +10.8% | +25.2% | -14.4% | +5.9% |
| 3M | +8.4% | +27.4% | -19.0% | +3.1% |
| 6M | +14.3% | +27.0% | -12.7% | +8.5% |
| YTD | +31.5% | +46.3% | -14.8% | +21.2% |
| 1Y | +28.1% | +37.1% | -9.0% | +19.3% |
| 3Y | +66.2% | +60.2% | +6.0% | +49.4% |
| 5Y | -62.3% | +136.6% | -199.0% | -68.4% |
| 10Y | +634.6% | +68.8% | +565.8% | +424.2% |
| All | +634.6% | +67.7% | +566.9% | +424.2% |
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