+533.2%
XYZ vs RRC
+41.6%
+491.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | -1.0% | +1.3% | -2.3% | -1.2% |
| 30D | -1.7% | +10.1% | -11.8% | -3.4% |
| 3M | +16.7% | +4.0% | +12.7% | +15.6% |
| 6M | +26.9% | +1.6% | +25.3% | +25.6% |
| YTD | +27.1% | +19.7% | +7.4% | +22.3% |
| 1Y | +9.3% | +21.4% | -12.2% | +4.5% |
| 3Y | +42.3% | +29.7% | +12.6% | +33.4% |
| 5Y | -69.3% | +153.9% | -223.2% | -74.2% |
| 10Y | +586.8% | +10.8% | +576.0% | +461.7% |
| All | +533.2% | +41.6% | +491.6% | +327.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling