+102.9%
XLP vs RRX
+214.6%
-111.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -1.4% | +4.3% | -5.7% | -2.0% |
| 30D | -1.3% | -8.0% | +6.7% | -0.3% |
| 3M | +1.8% | -22.0% | +23.9% | +4.4% |
| 6M | -0.8% | -11.9% | +11.1% | -0.8% |
| YTD | +9.5% | +17.1% | -7.6% | +4.4% |
| 1Y | +7.2% | +14.9% | -7.7% | +2.0% |
| 3Y | +27.1% | +6.9% | +20.2% | +18.7% |
| 5Y | +32.0% | +19.6% | +12.5% | +17.1% |
| 10Y | +102.9% | +215.9% | -113.0% | +34.9% |
| All | +102.9% | +214.6% | -111.7% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling