+32.0%
XEL vs RRX
+17.8%
+14.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.1% |
| 7D | -0.3% | -0.3% | +0.1% | -0.3% |
| 30D | -3.9% | -6.1% | +2.2% | -3.6% |
| 3M | -2.8% | -23.1% | +20.2% | -1.5% |
| 6M | -5.4% | -19.5% | +14.1% | -4.7% |
| YTD | +3.8% | +16.1% | -12.3% | +1.8% |
| 1Y | +6.8% | +12.9% | -6.1% | +4.9% |
| 3Y | +45.6% | +7.9% | +37.7% | +41.4% |
| All | +32.0% | +17.8% | +14.2% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling