+170.7%
XLE vs RRC
+7.9%
+162.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | 0.0% | -1.2% | +1.2% | +0.3% |
| 30D | +12.6% | +9.4% | +3.2% | +9.8% |
| 3M | +11.8% | +7.4% | +4.5% | +9.5% |
| 6M | +16.1% | +1.5% | +14.6% | +15.5% |
| YTD | +46.9% | +19.4% | +27.5% | +39.3% |
| 1Y | +53.3% | +24.2% | +29.0% | +43.2% |
| 3Y | +54.9% | +32.8% | +22.1% | +40.0% |
| 5Y | +225.7% | +152.9% | +72.8% | +138.1% |
| 10Y | +170.7% | +3.9% | +166.8% | +98.4% |
| All | +170.7% | +7.9% | +162.8% | +98.4% |
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