+21.0%
XLP vs RRX
+32.3%
-11.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.5% |
| 7D | -0.2% | +12.6% | -12.8% | +0.1% |
| 30D | +8.2% | +10.6% | -2.4% | +8.6% |
| 3M | +7.7% | +4.6% | +3.1% | +8.1% |
| 6M | +9.3% | -13.6% | +22.9% | +9.5% |
| YTD | +19.5% | +29.4% | -9.9% | +17.1% |
| All | +21.0% | +32.3% | -11.3% | +18.5% |
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