+123.0%
XRT vs RRX
+228.4%
-105.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | -0.1% |
| 7D | -3.2% | -0.3% | -2.8% | -3.1% |
| 30D | -4.5% | -6.1% | +1.6% | -2.2% |
| 3M | -3.1% | -23.1% | +20.0% | +5.4% |
| 6M | +4.2% | -19.5% | +23.8% | +9.1% |
| YTD | -0.1% | +16.1% | -16.2% | -12.7% |
| 1Y | -3.0% | +12.9% | -16.0% | -14.9% |
| 3Y | +41.8% | +7.9% | +33.9% | +19.3% |
| 5Y | -1.3% | +19.1% | -20.4% | -23.3% |
| All | +123.0% | +228.4% | -105.4% | +0.6% |
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