+1,106.7%
XLY vs RRX
+962.7%
+144.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | -0.4% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | -4.2% | -6.1% | +2.0% | -2.2% |
| 3M | -2.7% | -23.1% | +20.4% | +4.9% |
| 6M | -0.6% | -19.5% | +18.9% | +3.8% |
| YTD | -5.0% | +16.1% | -21.1% | -14.5% |
| 1Y | -4.1% | +12.9% | -17.0% | -13.5% |
| 3Y | +33.6% | +7.9% | +25.7% | +16.1% |
| 5Y | +28.7% | +19.1% | +9.6% | +5.5% |
| 10Y | +219.6% | +225.8% | -6.2% | +68.8% |
| All | +1,106.7% | +962.7% | +144.0% | +269.4% |
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 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