+889.2%
XLV vs RRX
+962.7%
-73.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.0% |
| 7D | -3.6% | -0.3% | -3.2% | -3.5% |
| 30D | -1.8% | -6.1% | +4.3% | -0.6% |
| 3M | +7.8% | -23.1% | +30.8% | +12.6% |
| 6M | +9.1% | -19.5% | +28.6% | +11.7% |
| YTD | +7.7% | +16.1% | -8.3% | +0.8% |
| 1Y | +20.4% | +12.9% | +7.5% | +12.8% |
| 3Y | +30.8% | +7.9% | +22.8% | +18.6% |
| 5Y | +34.6% | +19.1% | +15.5% | +16.1% |
| 10Y | +173.4% | +225.8% | -52.4% | +76.3% |
| All | +889.2% | +962.7% | -73.5% | +305.1% |
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