-1.5%
XLY vs RRX
+14.9%
-16.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -2.0% | +3.4% | -5.4% | -2.4% |
| 30D | -3.1% | -11.1% | +8.0% | -1.8% |
| 3M | -1.8% | -23.7% | +21.9% | +0.9% |
| 6M | -0.9% | -22.0% | +21.1% | +0.1% |
| YTD | -3.4% | +16.5% | -19.9% | -8.2% |
| 1Y | -1.5% | +11.5% | -13.0% | -5.9% |
| All | -1.5% | +14.9% | -16.4% | -5.9% |
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