+217.7%
XLF vs RRC
+73.1%
+144.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +2.7% | +6.4% | -3.7% | +1.7% |
| 30D | +7.6% | +23.9% | -16.2% | +4.0% |
| 3M | +1.1% | +30.2% | -29.1% | -3.1% |
| 6M | +15.9% | +26.3% | -10.4% | +11.4% |
| YTD | +8.4% | +48.1% | -39.6% | +1.4% |
| 1Y | +12.5% | +37.7% | -25.2% | +6.2% |
| 3Y | +81.6% | +60.3% | +21.3% | +65.3% |
| 5Y | +59.3% | +135.3% | -76.0% | +32.7% |
| All | +217.7% | +73.1% | +144.6% | +116.8% |
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 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