+143.7%
XLC vs RRX
+128.5%
+15.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | 0.0% |
| 7D | +0.5% | -0.3% | +0.9% | +0.6% |
| 30D | +2.1% | -6.1% | +8.2% | +3.7% |
| 3M | +0.7% | -23.1% | +23.7% | +6.5% |
| 6M | -3.2% | -19.5% | +16.3% | -0.4% |
| YTD | -3.8% | +16.1% | -19.9% | -12.6% |
| 1Y | -2.0% | +12.9% | -15.0% | -10.9% |
| 3Y | +71.4% | +7.9% | +63.4% | +49.7% |
| 5Y | +40.7% | +19.1% | +21.6% | +15.1% |
| All | +143.7% | +128.5% | +15.2% | +38.6% |
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