+896.5%
XLV vs RRC
+2,014.1%
-1,117.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -3.7% | -1.7% | -1.9% | -3.5% |
| 30D | -1.1% | +3.6% | -4.7% | -1.4% |
| 3M | +8.2% | +8.8% | -0.6% | +7.4% |
| 6M | +8.9% | +0.8% | +8.1% | +8.6% |
| YTD | +8.5% | +19.0% | -10.4% | +6.7% |
| 1Y | +22.3% | +22.9% | -0.6% | +19.8% |
| 3Y | +32.6% | +32.3% | +0.3% | +28.0% |
| 5Y | +34.4% | +151.6% | -117.2% | +20.3% |
| 10Y | +175.4% | +5.5% | +169.9% | +142.8% |
| All | +896.5% | +2,014.1% | -1,117.6% | +628.3% |
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