+149.9%
XLE vs RRC
+110.6%
+39.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +1.0% |
| 7D | -12.0% | -10.8% | -1.2% | -8.3% |
| 30D | -2.7% | +22.3% | -25.1% | -10.3% |
| 3M | +6.6% | +26.6% | -20.0% | -3.1% |
| 6M | +9.5% | +18.9% | -9.4% | +1.7% |
| YTD | +40.6% | +39.2% | +1.4% | +23.1% |
| 1Y | +43.6% | +34.0% | +9.6% | +27.3% |
| 3Y | +58.1% | +42.0% | +16.1% | +34.0% |
| All | +149.9% | +110.6% | +39.3% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling