+64.9%
XLC vs RRC
+51.7%
+13.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +7.1% | -10.3% | +17.4% | +8.0% |
| 30D | -2.7% | +19.5% | -22.2% | -4.7% |
| 3M | -3.2% | +27.9% | -31.1% | -5.9% |
| 6M | -7.7% | +21.2% | -28.8% | -9.8% |
| YTD | -8.0% | +39.6% | -47.5% | -12.4% |
| 1Y | -3.1% | +31.3% | -34.3% | -6.9% |
| 3Y | +64.9% | +51.9% | +13.0% | +52.3% |
| All | +64.9% | +51.7% | +13.2% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling