+20.9%
XLB vs RRC
+35.0%
-14.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | 0.0% | +2.5% | -2.5% | 0.0% |
| 30D | +5.3% | +21.1% | -15.9% | +5.2% |
| 3M | 0.0% | +28.4% | -28.4% | -0.1% |
| 6M | +1.2% | +26.5% | -25.2% | +1.0% |
| YTD | +16.9% | +47.0% | -30.1% | +14.9% |
| 1Y | +20.9% | +35.2% | -14.3% | +20.3% |
| All | +20.9% | +35.0% | -14.1% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling