+39.2%
XLK vs RRX
+15.2%
+24.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.4% |
| 7D | +0.2% | -0.3% | +0.6% | +0.3% |
| 30D | -0.6% | -6.1% | +5.5% | +0.9% |
| 3M | +2.6% | -23.1% | +25.6% | +8.9% |
| 6M | +34.0% | -19.5% | +53.5% | +39.4% |
| YTD | +30.7% | +16.1% | +14.6% | +26.0% |
| 1Y | +39.2% | +12.9% | +26.3% | +35.2% |
| All | +39.2% | +15.2% | +24.0% | +35.2% |
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 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