+227.7%
XLE vs RRX
+16.5%
+211.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.2% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +8.5% | -8.0% | +16.5% | +10.0% |
| 3M | +14.6% | -25.1% | +39.7% | +19.2% |
| 6M | +17.6% | -18.3% | +35.8% | +18.8% |
| YTD | +48.1% | +14.2% | +33.9% | +37.6% |
| 1Y | +53.8% | +13.0% | +40.7% | +42.4% |
| 3Y | +56.2% | +4.2% | +52.0% | +43.5% |
| 5Y | +227.7% | +17.9% | +209.8% | +179.0% |
| All | +227.7% | +16.5% | +211.2% | +179.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling