+128.8%
XLP vs RRC
+63.1%
+65.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +0.1% | -10.3% | +10.4% | +0.6% |
| 30D | +8.9% | +19.5% | -10.5% | +7.8% |
| 3M | +7.5% | +27.9% | -20.4% | +6.0% |
| 6M | +9.4% | +21.2% | -11.7% | +8.1% |
| YTD | +19.3% | +39.6% | -20.3% | +16.9% |
| 1Y | +21.7% | +31.3% | -9.5% | +19.6% |
| 3Y | +44.0% | +51.9% | -8.0% | +39.5% |
| 5Y | +42.8% | +110.2% | -67.4% | +34.0% |
| 10Y | +128.8% | +56.7% | +72.1% | +90.9% |
| All | +128.8% | +63.1% | +65.7% | +90.9% |
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