+906.3%
XBI vs RRX
+480.0%
+426.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.8% |
| 7D | -4.6% | -0.3% | -4.3% | -4.6% |
| 30D | -2.0% | -6.1% | +4.1% | +0.2% |
| 3M | +17.8% | -23.1% | +40.8% | +27.5% |
| 6M | +23.7% | -19.5% | +43.2% | +29.8% |
| YTD | +28.2% | +16.1% | +12.2% | +14.8% |
| 1Y | +64.0% | +12.9% | +51.0% | +47.0% |
| 3Y | +99.4% | +7.9% | +91.5% | +71.2% |
| 5Y | +19.3% | +19.1% | +0.2% | -3.9% |
| 10Y | +158.7% | +225.8% | -67.1% | +27.7% |
| All | +906.3% | +480.0% | +426.3% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling