+248.8%
XLF vs RRC
+4.9%
+244.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -1.5% | -1.8% | +0.3% | -1.2% |
| 30D | -1.2% | +2.7% | -3.8% | -1.6% |
| 3M | +9.2% | +8.8% | +0.3% | +7.7% |
| 6M | +16.3% | -1.2% | +17.5% | +16.1% |
| YTD | +5.4% | +17.6% | -12.1% | +2.3% |
| 1Y | +7.6% | +18.4% | -10.8% | +4.0% |
| 3Y | +74.2% | +33.1% | +41.1% | +63.3% |
| 5Y | +66.1% | +148.2% | -82.0% | +37.3% |
| All | +248.8% | +4.9% | +244.0% | +157.5% |
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