+64.7%
XLC vs RRX
+64.5%
+0.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.3% | +1.3% |
| 7D | +3.7% | +4.3% | -0.6% | +3.1% |
| 30D | -1.9% | +12.3% | -14.2% | -3.7% |
| 3M | -3.1% | +3.7% | -6.8% | -3.9% |
| 6M | -6.4% | -13.9% | +7.6% | -5.6% |
| YTD | -6.8% | +26.5% | -33.3% | -13.7% |
| 1Y | -1.7% | +29.3% | -31.0% | -9.5% |
| 3Y | +64.7% | +65.6% | -0.9% | +47.1% |
| All | +64.7% | +64.5% | +0.2% | +47.1% |
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