+167.7%
XLB vs RRC
+63.1%
+104.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | -1.4% | -10.3% | +9.0% | 0.0% |
| 30D | +7.1% | +19.5% | -12.4% | +4.3% |
| 3M | +0.6% | +27.9% | -27.3% | -3.0% |
| 6M | +3.5% | +21.2% | -17.7% | +0.3% |
| YTD | +18.2% | +39.6% | -21.3% | +12.1% |
| 1Y | +25.6% | +31.3% | -5.7% | +19.9% |
| 3Y | +46.7% | +51.9% | -5.3% | +35.6% |
| 5Y | +30.9% | +110.2% | -79.3% | +12.9% |
| 10Y | +167.7% | +56.7% | +111.1% | +101.5% |
| All | +167.7% | +63.1% | +104.7% | +101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling