+64.8%
XYZ vs RRC
+60.0%
+4.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | +11.6% | +25.2% | -13.6% | +4.9% |
| 3M | +8.4% | +27.8% | -19.4% | +1.1% |
| 6M | +17.2% | +27.2% | -10.1% | +9.0% |
| YTD | +31.7% | +48.2% | -16.5% | +14.9% |
| 1Y | +30.1% | +34.7% | -4.6% | +17.3% |
| All | +64.8% | +60.0% | +4.7% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling