+988.3%
XLE vs RRC
+2,373.5%
-1,385.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.9% |
| 7D | -12.0% | -10.8% | -1.2% | -8.9% |
| 30D | -2.7% | +22.3% | -25.1% | -9.0% |
| 3M | +6.6% | +26.6% | -20.0% | -1.4% |
| 6M | +9.5% | +18.9% | -9.4% | +3.2% |
| YTD | +40.6% | +39.2% | +1.4% | +26.0% |
| 1Y | +43.6% | +34.0% | +9.6% | +30.1% |
| 3Y | +58.1% | +42.0% | +16.1% | +38.2% |
| 5Y | +152.2% | +111.9% | +40.3% | +86.4% |
| 10Y | +172.9% | +62.8% | +110.2% | +72.8% |
| All | +988.3% | +2,373.5% | -1,385.2% | +331.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling