+60.5%
XOM vs RRX
+5.4%
+55.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.2% |
| 7D | +4.1% | -0.3% | +4.4% | +4.1% |
| 30D | +4.6% | -6.1% | +10.7% | +5.0% |
| 3M | +14.0% | -23.1% | +37.0% | +15.6% |
| 6M | +11.0% | -19.5% | +30.5% | +11.6% |
| YTD | +40.7% | +16.1% | +24.6% | +33.9% |
| 1Y | +52.3% | +12.9% | +39.4% | +45.1% |
| 3Y | +60.5% | +7.9% | +52.5% | +53.4% |
| All | +60.5% | +5.4% | +55.1% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling