+215.2%
XLY vs RRC
+4.9%
+210.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -1.7% | -1.8% | +0.1% | -1.5% |
| 30D | -4.2% | +2.7% | -6.8% | -4.5% |
| 3M | -2.7% | +8.8% | -11.5% | -3.7% |
| 6M | -0.6% | -1.2% | +0.5% | -0.9% |
| YTD | -5.0% | +17.6% | -22.6% | -7.2% |
| 1Y | -4.1% | +18.4% | -22.5% | -6.5% |
| 3Y | +33.6% | +33.1% | +0.5% | +27.6% |
| 5Y | +28.7% | +148.2% | -119.5% | +13.3% |
| All | +215.2% | +4.9% | +210.3% | +161.0% |
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