+788.5%
XLK vs RRC
+4.9%
+783.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +0.2% | -1.8% | +2.0% | +0.4% |
| 30D | -0.6% | +2.7% | -3.3% | -0.9% |
| 3M | +2.6% | +8.8% | -6.3% | +1.4% |
| 6M | +34.0% | -1.2% | +35.1% | +33.6% |
| YTD | +30.7% | +17.6% | +13.1% | +27.6% |
| 1Y | +39.2% | +18.4% | +20.8% | +35.5% |
| 3Y | +120.4% | +33.1% | +87.3% | +110.5% |
| 5Y | +148.8% | +148.2% | +0.6% | +118.8% |
| All | +788.5% | +4.9% | +783.6% | +592.9% |
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 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