+34.1%
XLP vs RRC
+156.2%
-122.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.0% | +1.3% | -2.3% | -1.1% |
| 30D | -0.9% | +10.1% | -11.0% | -1.3% |
| 3M | +3.8% | +4.0% | -0.2% | +3.6% |
| 6M | -1.7% | +1.6% | -3.3% | -1.9% |
| YTD | +10.3% | +19.7% | -9.5% | +9.2% |
| 1Y | +7.8% | +21.4% | -13.6% | +6.6% |
| 3Y | +27.2% | +29.7% | -2.5% | +24.6% |
| All | +34.1% | +156.2% | -122.2% | +25.4% |
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