+41.9%
XLP vs RRC
+36.3%
+5.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.2% |
| 7D | +0.7% | -10.8% | +11.6% | +1.0% |
| 30D | +10.3% | +22.3% | -12.1% | +9.5% |
| 3M | +6.5% | +26.6% | -20.1% | +5.7% |
| 6M | +8.4% | +18.9% | -10.6% | +7.7% |
| YTD | +18.2% | +39.2% | -21.0% | +16.8% |
| 1Y | +22.4% | +34.0% | -11.5% | +21.1% |
| 3Y | +41.9% | +42.0% | -0.1% | +41.5% |
| All | +41.9% | +36.3% | +5.6% | +41.5% |
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