+20.7%
XLK vs RRX
+30.0%
-9.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.9% |
| 7D | -7.6% | +7.6% | -15.2% | -9.5% |
| 30D | -12.2% | +7.5% | -19.7% | -14.0% |
| 3M | -5.5% | -21.0% | +15.6% | -0.6% |
| 6M | +9.2% | -18.1% | +27.3% | +13.1% |
| YTD | +23.0% | +24.3% | -1.2% | +18.1% |
| 1Y | +20.7% | +29.3% | -8.6% | +15.1% |
| All | +20.7% | +30.0% | -9.3% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling