+649.7%
XLU vs RRC
+2,021.7%
-1,372.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | +2.1% | -1.2% | +3.3% | +2.2% |
| 30D | -0.4% | +9.4% | -9.8% | -1.1% |
| 3M | +0.5% | +7.4% | -6.9% | -0.2% |
| 6M | -5.8% | +1.5% | -7.3% | -6.1% |
| YTD | +3.1% | +19.4% | -16.2% | +1.3% |
| 1Y | +8.1% | +24.2% | -16.1% | +5.7% |
| 3Y | +50.5% | +32.8% | +17.7% | +45.3% |
| 5Y | +44.7% | +152.9% | -108.2% | +29.4% |
| 10Y | +136.8% | +3.9% | +133.0% | +111.2% |
| All | +649.7% | +2,021.7% | -1,372.0% | +452.3% |
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