+73.7%
XLI vs RRC
+60.0%
+13.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | +1.1% | +25.2% | -24.1% | -1.6% |
| 3M | -7.7% | +27.8% | -35.5% | -10.5% |
| 6M | -1.8% | +27.2% | -29.0% | -4.8% |
| YTD | +11.1% | +48.2% | -37.1% | +4.2% |
| 1Y | +12.1% | +34.7% | -22.6% | +7.0% |
| All | +73.7% | +60.0% | +13.6% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling