+135.9%
XLU vs RRX
+228.4%
-92.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.9% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -3.3% | -6.1% | +2.8% | -2.4% |
| 3M | -3.2% | -23.1% | +19.9% | +0.2% |
| 6M | -7.0% | -19.5% | +12.6% | -5.1% |
| YTD | +0.6% | +16.1% | -15.4% | -4.3% |
| 1Y | +2.4% | +12.9% | -10.5% | -2.5% |
| 3Y | +46.3% | +7.9% | +38.3% | +35.6% |
| 5Y | +44.0% | +19.1% | +24.9% | +26.8% |
| All | +135.9% | +228.4% | -92.5% | +54.4% |
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