+163.9%
XLE vs RRC
+63.1%
+100.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | -7.9% | -10.3% | +2.4% | -5.0% |
| 30D | -4.8% | +19.5% | -24.3% | -10.1% |
| 3M | +8.4% | +27.9% | -19.6% | +0.3% |
| 6M | +12.7% | +21.2% | -8.5% | +5.9% |
| YTD | +41.3% | +39.6% | +1.7% | +27.3% |
| 1Y | +42.3% | +31.3% | +11.0% | +30.3% |
| 3Y | +65.1% | +51.9% | +13.1% | +42.8% |
| 5Y | +150.2% | +110.2% | +40.0% | +90.3% |
| 10Y | +163.9% | +56.7% | +107.3% | +64.2% |
| All | +163.9% | +63.1% | +100.9% | +64.2% |
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 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