-68.9%
XYZ vs RRC
+156.2%
-225.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | -1.0% | +1.3% | -2.3% | -1.4% |
| 30D | -1.7% | +10.1% | -11.8% | -4.7% |
| 3M | +16.7% | +4.0% | +12.7% | +14.7% |
| 6M | +26.9% | +1.6% | +25.3% | +24.6% |
| YTD | +27.1% | +19.7% | +7.4% | +18.2% |
| 1Y | +9.3% | +21.4% | -12.2% | +0.5% |
| 3Y | +42.3% | +29.7% | +12.6% | +25.2% |
| All | -68.9% | +156.2% | -225.1% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling