+54.6%
XLE vs RRC
+31.1%
+23.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | +2.2% | +1.3% | +0.9% | +1.7% |
| 30D | +11.8% | +10.1% | +1.7% | +7.5% |
| 3M | +9.8% | +4.0% | +5.8% | +7.9% |
| 6M | +15.6% | +1.6% | +14.0% | +14.6% |
| YTD | +45.3% | +19.7% | +25.5% | +35.0% |
| 1Y | +48.3% | +21.4% | +26.9% | +36.1% |
| All | +54.6% | +31.1% | +23.5% | +33.3% |
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