+159.8%
XLB vs RRX
+228.4%
-68.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -1.0% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | -3.1% | -6.1% | +3.0% | -1.0% |
| 3M | -0.2% | -23.1% | +22.9% | +7.6% |
| 6M | +3.1% | -19.5% | +22.6% | +7.7% |
| YTD | +13.3% | +16.1% | -2.8% | +1.2% |
| 1Y | +12.0% | +12.9% | -0.9% | +0.3% |
| 3Y | +31.4% | +7.9% | +23.5% | +12.0% |
| 5Y | +33.9% | +19.1% | +14.8% | +4.2% |
| All | +159.8% | +228.4% | -68.6% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling