+820.5%
XLB vs RRX
+966.4%
-145.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.4% | +3.4% | -4.8% | -2.7% |
| 30D | -0.4% | -11.1% | +10.7% | +4.1% |
| 3M | +2.0% | -23.7% | +25.7% | +10.7% |
| 6M | +1.8% | -22.0% | +23.8% | +7.9% |
| YTD | +16.6% | +16.5% | +0.1% | +4.4% |
| 1Y | +16.9% | +11.5% | +5.4% | +5.6% |
| 3Y | +32.6% | +1.5% | +31.0% | +16.4% |
| 5Y | +35.6% | +18.3% | +17.4% | +8.3% |
| 10Y | +160.0% | +209.8% | -49.8% | +33.6% |
| All | +820.5% | +966.4% | -145.9% | +168.4% |
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