+554.0%
XYZ vs RRC
+64.6%
+489.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.2% |
| 7D | +12.1% | -10.8% | +23.0% | +14.2% |
| 30D | +12.4% | +22.3% | -9.9% | +7.9% |
| 3M | +8.2% | +26.6% | -18.4% | +3.1% |
| 6M | +20.7% | +18.9% | +1.7% | +15.9% |
| YTD | +31.3% | +39.2% | -7.9% | +22.2% |
| 1Y | +20.5% | +34.0% | -13.4% | +12.7% |
| 3Y | +72.6% | +42.0% | +30.6% | +58.4% |
| 5Y | -64.0% | +111.9% | -175.9% | -69.3% |
| 10Y | +601.8% | +62.8% | +539.0% | +434.7% |
| All | +554.0% | +64.6% | +489.4% | +326.8% |
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