+538.9%
XRT vs RRX
+459.4%
+79.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.4% |
| 7D | +1.7% | +4.3% | -2.6% | -0.2% |
| 30D | +7.5% | +12.3% | -4.8% | +0.8% |
| 3M | +2.2% | +3.7% | -1.5% | -1.2% |
| 6M | +14.7% | -13.9% | +28.6% | +17.0% |
| YTD | +7.5% | +26.5% | -19.0% | -11.4% |
| 1Y | +14.1% | +29.3% | -15.2% | -7.3% |
| 3Y | +58.8% | +65.6% | -6.8% | +7.3% |
| 5Y | -3.9% | +10.6% | -14.6% | -23.6% |
| 10Y | +137.7% | +202.9% | -65.2% | +6.4% |
| All | +538.9% | +459.4% | +79.5% | +66.8% |
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 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