+80.9%
XLI vs RRC
+154.4%
-73.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -0.6% | -1.7% | +1.2% | -0.3% |
| 30D | -6.9% | +3.6% | -10.5% | -7.4% |
| 3M | -1.9% | +8.8% | -10.8% | -3.2% |
| 6M | +1.0% | +0.8% | +0.2% | +0.5% |
| YTD | +11.3% | +19.0% | -7.6% | +7.9% |
| 1Y | +15.8% | +22.9% | -7.1% | +11.3% |
| 3Y | +69.8% | +32.3% | +37.5% | +59.7% |
| 5Y | +80.9% | +151.6% | -70.7% | +56.1% |
| All | +80.9% | +154.4% | -73.5% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling