+2,062.5%
XEL vs RRC
+1,510.8%
+551.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +2.4% | +6.4% | -3.9% | +2.2% |
| 30D | +8.3% | +23.9% | -15.6% | +7.2% |
| 3M | +4.2% | +30.2% | -26.0% | +2.9% |
| 6M | +3.7% | +26.3% | -22.5% | +2.5% |
| YTD | +13.1% | +48.1% | -35.0% | +10.9% |
| 1Y | +5.0% | +37.7% | -32.7% | +3.3% |
| 3Y | +55.0% | +60.3% | -5.3% | +50.8% |
| 5Y | +51.8% | +135.3% | -83.5% | +43.8% |
| 10Y | +185.6% | +73.3% | +112.3% | +161.1% |
| All | +2,062.5% | +1,510.8% | +551.7% | +1,717.6% |
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 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