+559.7%
XLP vs RRX
+1,081.1%
-521.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | +2.3% | 0.0% | +2.3% | +2.2% |
| 30D | +9.1% | +9.0% | +0.1% | +7.1% |
| 3M | +7.9% | +4.0% | +3.9% | +6.6% |
| 6M | +9.6% | -15.7% | +25.3% | +10.8% |
| YTD | +19.4% | +29.0% | -9.6% | +11.2% |
| 1Y | +22.4% | +35.2% | -12.9% | +12.8% |
| 3Y | +43.2% | +67.7% | -24.5% | +22.4% |
| 5Y | +42.6% | +14.9% | +27.7% | +27.9% |
| 10Y | +135.4% | +216.8% | -81.4% | +67.3% |
| All | +559.7% | +1,081.1% | -521.4% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling