+139.5%
XLP vs RRC
+73.1%
+66.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +2.5% | +6.4% | -3.9% | +2.2% |
| 30D | +7.3% | +23.9% | -16.6% | +6.0% |
| 3M | +8.1% | +30.2% | -22.1% | +6.5% |
| 6M | +10.5% | +26.3% | -15.8% | +8.9% |
| YTD | +21.2% | +48.1% | -26.9% | +18.4% |
| 1Y | +22.7% | +37.7% | -15.0% | +20.3% |
| 3Y | +44.8% | +60.3% | -15.5% | +39.9% |
| 5Y | +44.7% | +135.3% | -90.6% | +35.1% |
| All | +139.5% | +73.1% | +66.4% | +99.7% |
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