+169.4%
XLV vs RRC
+4.9%
+164.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -3.6% | -1.8% | -1.8% | -3.4% |
| 30D | -1.8% | +2.7% | -4.5% | -2.0% |
| 3M | +7.8% | +8.8% | -1.0% | +7.1% |
| 6M | +9.1% | -1.2% | +10.3% | +9.0% |
| YTD | +7.7% | +17.6% | -9.8% | +6.3% |
| 1Y | +20.4% | +18.4% | +2.0% | +18.6% |
| 3Y | +30.8% | +33.1% | -2.3% | +26.8% |
| 5Y | +34.6% | +148.2% | -113.5% | +22.7% |
| All | +169.4% | +4.9% | +164.5% | +132.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling