+39.2%
XLK vs RRC
+20.8%
+18.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.2% |
| 7D | +0.2% | -1.8% | +2.0% | +0.1% |
| 30D | -0.6% | +2.7% | -3.3% | -0.4% |
| 3M | +2.6% | +8.8% | -6.3% | +3.2% |
| 6M | +34.0% | -1.2% | +35.1% | +34.2% |
| YTD | +30.7% | +17.6% | +13.1% | +29.4% |
| 1Y | +39.2% | +18.4% | +20.8% | +40.0% |
| All | +39.2% | +20.8% | +18.4% | +40.0% |
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