+43.4%
XLK vs RRC
+23.4%
+20.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.6% |
| 7D | +0.9% | +1.3% | -0.4% | +1.0% |
| 30D | +0.7% | +10.1% | -9.4% | +1.5% |
| 3M | -2.9% | +4.0% | -6.9% | -2.2% |
| 6M | +34.3% | +1.6% | +32.7% | +34.6% |
| YTD | +30.4% | +19.7% | +10.7% | +29.3% |
| 1Y | +43.4% | +21.4% | +21.9% | +44.9% |
| All | +43.4% | +23.4% | +20.0% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling