+42.8%
XLP vs RRC
+111.3%
-68.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +0.1% | -10.3% | +10.4% | +0.5% |
| 30D | +8.9% | +19.5% | -10.5% | +7.9% |
| 3M | +7.5% | +27.9% | -20.4% | +6.1% |
| 6M | +9.4% | +21.2% | -11.7% | +8.3% |
| YTD | +19.3% | +39.6% | -20.3% | +17.1% |
| 1Y | +21.7% | +31.3% | -9.5% | +19.8% |
| 3Y | +44.0% | +51.9% | -8.0% | +39.7% |
| 5Y | +42.8% | +110.2% | -67.4% | +38.5% |
| All | +42.8% | +111.3% | -68.5% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling