+833.6%
XLB vs RRC
+2,380.1%
-1,546.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | -1.4% | -10.3% | +9.0% | +0.4% |
| 30D | +7.1% | +19.5% | -12.4% | +3.5% |
| 3M | +0.6% | +27.9% | -27.3% | -4.0% |
| 6M | +3.5% | +21.2% | -17.7% | -0.6% |
| YTD | +18.2% | +39.6% | -21.3% | +10.4% |
| 1Y | +25.6% | +31.3% | -5.7% | +18.4% |
| 3Y | +46.7% | +51.9% | -5.3% | +32.7% |
| 5Y | +30.9% | +110.2% | -79.3% | +7.6% |
| 10Y | +167.7% | +56.7% | +111.1% | +97.6% |
| All | +833.6% | +2,380.1% | -1,546.6% | +426.2% |
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