+5.1%
XHB vs RRX
+30.0%
-24.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.6% | +9.1% | +6.3% |
| 7D | +9.7% | +7.6% | +2.1% | +7.3% |
| 30D | +11.7% | +7.5% | +4.1% | +8.9% |
| 3M | -1.4% | -21.0% | +19.7% | +4.6% |
| 6M | +6.8% | -18.1% | +24.9% | +10.5% |
| YTD | +5.5% | +24.3% | -18.8% | -4.5% |
| 1Y | +5.1% | +29.3% | -24.2% | -6.1% |
| All | +5.1% | +30.0% | -24.9% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling