+33.5%
XHB vs RRC
+135.4%
-102.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -4.1% | -0.5% | -3.7% | -4.1% |
| 30D | +9.6% | +25.2% | -15.6% | +6.1% |
| 3M | -6.0% | +27.8% | -33.8% | -9.4% |
| 6M | +2.2% | +27.2% | -25.0% | -1.7% |
| YTD | +1.1% | +48.2% | -47.0% | -5.5% |
| 1Y | -1.7% | +34.7% | -36.4% | -6.9% |
| 3Y | +36.5% | +62.2% | -25.8% | +23.1% |
| 5Y | +33.5% | +130.9% | -97.4% | +13.8% |
| All | +33.5% | +135.4% | -102.0% | +13.8% |
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 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