+508.9%
XLP vs RRC
+2,027.3%
-1,518.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.0% | +1.3% | -2.3% | -1.1% |
| 30D | -0.9% | +10.1% | -11.0% | -1.5% |
| 3M | +3.8% | +4.0% | -0.2% | +3.5% |
| 6M | -1.7% | +1.6% | -3.3% | -2.0% |
| YTD | +10.3% | +19.7% | -9.5% | +8.9% |
| 1Y | +7.8% | +21.4% | -13.6% | +6.2% |
| 3Y | +27.2% | +29.7% | -2.5% | +24.0% |
| 5Y | +32.5% | +153.9% | -121.3% | +21.9% |
| 10Y | +101.8% | +10.8% | +91.0% | +82.3% |
| All | +508.9% | +2,027.3% | -1,518.3% | +371.2% |
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