+402.6%
XME vs RRX
+228.4%
+174.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -2.8% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -2.7% | -6.1% | +3.4% | +0.3% |
| 3M | -3.9% | -23.1% | +19.1% | +6.9% |
| 6M | -1.0% | -19.5% | +18.6% | +6.2% |
| YTD | +9.8% | +16.1% | -6.3% | -4.5% |
| 1Y | +32.5% | +12.9% | +19.6% | +15.9% |
| 3Y | +124.3% | +7.9% | +116.4% | +85.5% |
| 5Y | +165.8% | +19.1% | +146.7% | +96.0% |
| All | +402.6% | +228.4% | +174.2% | +91.8% |
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