+120.4%
XLK vs RRX
+5.4%
+115.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.3% |
| 7D | +0.2% | -0.3% | +0.6% | +0.3% |
| 30D | -0.6% | -6.1% | +5.5% | +1.0% |
| 3M | +2.6% | -23.1% | +25.6% | +9.4% |
| 6M | +34.0% | -19.5% | +53.5% | +40.0% |
| YTD | +30.7% | +16.1% | +14.6% | +22.5% |
| 1Y | +39.2% | +12.9% | +26.3% | +30.9% |
| 3Y | +120.4% | +7.9% | +112.5% | +113.9% |
| All | +120.4% | +5.4% | +115.1% | +113.9% |
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