+167.9%
XHB vs RRX
+470.4%
-302.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.1% |
| 7D | -1.9% | -0.7% | -1.2% | -1.5% |
| 30D | -8.3% | -8.0% | -0.4% | -4.2% |
| 3M | -7.1% | -25.1% | +17.9% | +5.9% |
| 6M | -5.3% | -18.3% | +13.0% | +1.2% |
| YTD | -3.2% | +14.2% | -17.3% | -16.0% |
| 1Y | -13.9% | +13.0% | -26.9% | -25.9% |
| 3Y | +24.9% | +4.2% | +20.7% | +4.1% |
| 5Y | +34.5% | +17.9% | +16.6% | +0.3% |
| 10Y | +215.5% | +220.4% | -5.0% | +15.7% |
| All | +167.9% | +470.4% | -302.6% | -42.2% |
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