-2.6%
XRT vs RRX
+14.8%
-17.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.1% |
| 7D | -3.6% | -3.7% | +0.2% | -2.3% |
| 30D | -6.7% | -9.3% | +2.6% | -3.6% |
| 3M | -1.4% | -21.8% | +20.4% | +5.2% |
| 6M | +1.7% | -22.0% | +23.7% | +6.9% |
| YTD | -1.5% | +11.9% | -13.4% | -11.9% |
| 1Y | -2.5% | +11.6% | -14.1% | -13.4% |
| 3Y | +39.9% | +2.2% | +37.7% | +23.5% |
| 5Y | -2.6% | +14.9% | -17.5% | -21.0% |
| All | -2.6% | +14.8% | -17.4% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling