-62.2%
XYZ vs RRC
+135.4%
-197.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | +11.6% | +25.2% | -13.6% | +2.7% |
| 3M | +8.4% | +27.8% | -19.4% | -1.2% |
| 6M | +17.2% | +27.2% | -10.1% | +6.3% |
| YTD | +31.7% | +48.2% | -16.5% | +12.1% |
| 1Y | +30.1% | +34.7% | -4.6% | +14.3% |
| 3Y | +66.4% | +62.2% | +4.2% | +33.4% |
| 5Y | -62.2% | +130.9% | -193.1% | -73.3% |
| All | -62.2% | +135.4% | -197.6% | -73.3% |
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