+159.6%
XLB vs RRC
+7.9%
+151.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -0.2% | -1.2% | +1.0% | -0.1% |
| 30D | -1.7% | +9.4% | -11.2% | -2.9% |
| 3M | +4.4% | +7.4% | -3.0% | +3.2% |
| 6M | +5.0% | +1.5% | +3.6% | +4.4% |
| YTD | +15.5% | +19.4% | -3.9% | +12.1% |
| 1Y | +14.9% | +24.2% | -9.3% | +10.7% |
| 3Y | +34.5% | +32.8% | +1.7% | +26.9% |
| 5Y | +36.5% | +152.9% | -116.4% | +15.4% |
| 10Y | +159.6% | +3.9% | +155.7% | +109.1% |
| All | +159.6% | +7.9% | +151.7% | +109.1% |
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