+141.4%
XLC vs RRX
+130.5%
+10.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +0.6% | +4.3% | -3.7% | -0.5% |
| 30D | +0.2% | -8.0% | +8.3% | +2.4% |
| 3M | +0.6% | -22.0% | +22.7% | +6.0% |
| 6M | -4.5% | -11.9% | +7.4% | -4.4% |
| YTD | -4.7% | +17.1% | -21.8% | -13.6% |
| 1Y | -1.7% | +14.9% | -16.5% | -11.0% |
| 3Y | +72.3% | +6.9% | +65.4% | +51.2% |
| 5Y | +37.8% | +19.6% | +18.2% | +12.7% |
| All | +141.4% | +130.5% | +10.8% | +37.0% |
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