+508.9%
XLP vs RRX
+966.4%
-457.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.0% | +3.4% | -4.5% | -1.6% |
| 30D | -0.9% | -11.1% | +10.2% | +0.9% |
| 3M | +3.8% | -23.7% | +27.5% | +7.4% |
| 6M | -1.7% | -22.0% | +20.3% | +0.5% |
| YTD | +10.3% | +16.5% | -6.2% | +4.9% |
| 1Y | +7.8% | +11.5% | -3.7% | +2.8% |
| 3Y | +27.2% | +1.5% | +25.7% | +19.2% |
| 5Y | +32.5% | +18.3% | +14.3% | +18.2% |
| 10Y | +101.8% | +209.8% | -108.0% | +44.2% |
| All | +508.9% | +966.4% | -457.5% | +217.0% |
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