+215.2%
XLY vs RRX
+228.4%
-13.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | -0.3% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | -4.2% | -6.1% | +2.0% | -2.3% |
| 3M | -2.7% | -23.1% | +20.4% | +4.4% |
| 6M | -0.6% | -19.5% | +18.9% | +3.4% |
| YTD | -5.0% | +16.1% | -21.1% | -14.8% |
| 1Y | -4.1% | +12.9% | -17.0% | -13.8% |
| 3Y | +33.6% | +7.9% | +25.7% | +15.6% |
| 5Y | +28.7% | +19.1% | +9.6% | +4.0% |
| All | +215.2% | +228.4% | -13.2% | +63.5% |
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