+72.6%
XYZ vs RRC
+36.3%
+36.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.3% |
| 7D | +12.1% | -10.8% | +23.0% | +14.6% |
| 30D | +12.4% | +22.3% | -9.9% | +6.0% |
| 3M | +8.2% | +26.6% | -18.4% | +0.9% |
| 6M | +20.7% | +18.9% | +1.7% | +14.0% |
| YTD | +31.3% | +39.2% | -7.9% | +16.5% |
| 1Y | +20.5% | +34.0% | -13.4% | +8.0% |
| 3Y | +72.6% | +42.0% | +30.6% | +50.6% |
| All | +72.6% | +36.3% | +36.3% | +50.6% |
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