+65.8%
XLE vs RRX
+70.4%
-4.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +1.7% |
| 7D | -0.2% | +5.4% | -5.6% | -0.9% |
| 30D | -4.0% | +12.0% | -16.0% | -5.5% |
| 3M | +4.6% | +6.1% | -1.5% | +3.6% |
| 6M | +12.3% | -13.2% | +25.5% | +13.3% |
| YTD | +44.5% | +31.0% | +13.6% | +31.0% |
| 1Y | +42.4% | +38.8% | +3.7% | +26.9% |
| All | +65.8% | +70.4% | -4.5% | +32.7% |
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 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