+99.4%
XBI vs RRX
+5.4%
+94.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.2% |
| 7D | -4.6% | -0.3% | -4.3% | -4.6% |
| 30D | -2.0% | -6.1% | +4.1% | -0.7% |
| 3M | +17.8% | -23.1% | +40.8% | +23.4% |
| 6M | +23.7% | -19.5% | +43.2% | +27.2% |
| YTD | +28.2% | +16.1% | +12.2% | +19.1% |
| 1Y | +64.0% | +12.9% | +51.0% | +52.6% |
| 3Y | +99.4% | +7.9% | +91.5% | +70.4% |
| All | +99.4% | +5.4% | +94.0% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling