+411.2%
XLF vs RRX
+924.9%
-513.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.5% |
| 7D | -2.9% | -3.7% | +0.9% | -1.3% |
| 30D | -1.6% | -9.3% | +7.7% | +2.5% |
| 3M | +9.3% | -21.8% | +31.1% | +18.5% |
| 6M | +14.6% | -22.0% | +36.6% | +21.5% |
| YTD | +4.7% | +11.9% | -7.2% | -7.5% |
| 1Y | +8.6% | +11.6% | -3.0% | -5.1% |
| 3Y | +73.9% | +2.2% | +71.7% | +45.0% |
| 5Y | +65.0% | +14.9% | +50.2% | +24.0% |
| 10Y | +250.4% | +214.2% | +36.2% | +49.7% |
| All | +411.2% | +924.9% | -513.7% | +21.2% |
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