+173.9%
XLE vs RRC
+72.2%
+101.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.5% |
| 7D | -0.2% | -0.5% | +0.2% | -0.1% |
| 30D | -4.0% | +25.2% | -29.2% | -10.5% |
| 3M | +4.6% | +27.8% | -23.2% | -3.2% |
| 6M | +12.3% | +27.2% | -14.9% | +4.0% |
| YTD | +44.5% | +48.2% | -3.6% | +28.0% |
| 1Y | +42.4% | +34.7% | +7.7% | +29.4% |
| 3Y | +67.0% | +62.2% | +4.8% | +41.8% |
| 5Y | +161.9% | +130.9% | +31.0% | +94.2% |
| 10Y | +173.9% | +73.4% | +100.4% | +68.0% |
| All | +173.9% | +72.2% | +101.7% | +68.0% |
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