+1,036.2%
XLE vs RRC
+2,512.7%
-1,476.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +4.4% | +2.5% | +1.9% | +3.6% |
| 30D | -4.3% | +21.1% | -25.4% | -10.2% |
| 3M | +6.0% | +28.4% | -22.3% | -2.4% |
| 6M | +13.2% | +26.5% | -13.2% | +4.6% |
| YTD | +46.7% | +47.0% | -0.3% | +29.4% |
| 1Y | +46.6% | +35.2% | +11.4% | +32.4% |
| 3Y | +69.6% | +61.0% | +8.6% | +42.8% |
| 5Y | +166.5% | +133.6% | +32.9% | +91.5% |
| 10Y | +178.0% | +72.1% | +105.9% | +73.3% |
| All | +1,036.2% | +2,512.7% | -1,476.5% | +343.4% |
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