+43.7%
XLP vs RRC
+40.4%
+3.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.7% |
| 7D | +3.5% | -6.9% | +10.3% | +3.6% |
| 30D | +11.6% | +25.4% | -13.9% | +10.7% |
| 3M | +7.6% | +31.9% | -24.3% | +6.7% |
| 6M | +10.0% | +17.2% | -7.2% | +9.3% |
| YTD | +19.7% | +43.4% | -23.7% | +18.2% |
| 1Y | +23.5% | +36.7% | -13.3% | +22.1% |
| All | +43.7% | +40.4% | +3.4% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling