+561.3%
XLP vs RRC
+2,448.2%
-1,886.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.5% |
| 7D | +3.5% | -6.9% | +10.3% | +3.9% |
| 30D | +11.6% | +25.4% | -13.9% | +9.9% |
| 3M | +7.6% | +31.9% | -24.3% | +5.7% |
| 6M | +10.0% | +17.2% | -7.2% | +8.7% |
| YTD | +19.7% | +43.4% | -23.7% | +16.8% |
| 1Y | +23.5% | +36.7% | -13.3% | +20.7% |
| 3Y | +44.0% | +38.8% | +5.1% | +39.7% |
| 5Y | +42.7% | +118.3% | -75.6% | +32.5% |
| 10Y | +131.3% | +67.7% | +63.6% | +103.5% |
| All | +561.3% | +2,448.2% | -1,886.9% | +405.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling