+22.6%
XHB vs RRX
+5.4%
+17.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.3% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | -9.1% | -6.1% | -3.0% | -7.2% |
| 3M | -8.6% | -23.1% | +14.5% | -1.2% |
| 6M | -4.0% | -19.5% | +15.5% | +1.0% |
| YTD | -3.9% | +16.1% | -20.0% | -12.9% |
| 1Y | -16.5% | +12.9% | -29.4% | -24.0% |
| 3Y | +22.6% | +7.9% | +14.6% | +15.7% |
| All | +22.6% | +5.4% | +17.2% | +15.7% |
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