+1,882.2%
XEL vs RRX
+3,748.6%
-1,866.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.7% |
| 7D | -1.2% | -3.7% | +2.5% | -0.7% |
| 30D | -2.9% | -9.3% | +6.4% | -1.5% |
| 3M | -2.7% | -21.8% | +19.1% | +0.2% |
| 6M | -6.5% | -22.0% | +15.5% | -4.3% |
| YTD | +3.6% | +11.9% | -8.3% | 0.0% |
| 1Y | +7.5% | +11.6% | -4.1% | +3.3% |
| 3Y | +46.3% | +2.2% | +44.2% | +38.3% |
| 5Y | +30.5% | +14.9% | +15.7% | +18.7% |
| 10Y | +151.4% | +214.2% | -62.8% | +86.0% |
| All | +1,882.2% | +3,748.6% | -1,866.4% | +989.3% |
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