-4.1%
XLC vs RRC
+28.5%
-32.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.5% |
| 7D | +7.1% | -10.3% | +17.4% | +6.6% |
| 30D | -2.7% | +19.5% | -22.2% | -2.1% |
| 3M | -3.2% | +27.9% | -31.1% | -2.4% |
| 6M | -7.7% | +21.2% | -28.8% | -6.8% |
| YTD | -8.0% | +39.6% | -47.5% | -8.3% |
| All | -4.1% | +28.5% | -32.6% | -3.7% |
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