+54.9%
XLE vs RRX
+4.1%
+50.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | 0.0% | +4.3% | -4.3% | -0.5% |
| 30D | +12.6% | -8.0% | +20.7% | +13.7% |
| 3M | +11.8% | -22.0% | +33.9% | +14.4% |
| 6M | +16.1% | -11.9% | +28.0% | +15.4% |
| YTD | +46.9% | +17.1% | +29.8% | +37.2% |
| 1Y | +53.3% | +14.9% | +38.4% | +43.1% |
| 3Y | +54.9% | +6.9% | +48.0% | +47.8% |
| All | +54.9% | +4.1% | +50.8% | +47.8% |
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