+128.8%
XLP vs RRX
+238.3%
-109.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.9% | -6.0% | +0.1% |
| 7D | +0.1% | +12.3% | -12.3% | -1.5% |
| 30D | +8.9% | +9.5% | -0.6% | +7.4% |
| 3M | +7.5% | +1.8% | +5.7% | +6.8% |
| 6M | +9.4% | -15.3% | +24.8% | +10.4% |
| YTD | +19.3% | +29.6% | -10.3% | +11.9% |
| 1Y | +21.7% | +34.1% | -12.3% | +13.4% |
| 3Y | +44.0% | +74.0% | -30.1% | +22.5% |
| 5Y | +42.8% | +14.7% | +28.1% | +29.3% |
| 10Y | +128.8% | +229.4% | -100.6% | +64.2% |
| All | +128.8% | +238.3% | -109.5% | +64.2% |
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 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