+513.3%
XRT vs RRX
+415.2%
+98.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.8% | +3.4% | -2.6% | -0.7% |
| 30D | -4.2% | -11.1% | +6.9% | +0.8% |
| 3M | +5.1% | -23.7% | +28.8% | +15.5% |
| 6M | +2.4% | -22.0% | +24.4% | +9.1% |
| YTD | +3.2% | +16.5% | -13.3% | -10.3% |
| 1Y | +1.5% | +11.5% | -10.0% | -10.8% |
| 3Y | +40.6% | +1.5% | +39.0% | +20.8% |
| 5Y | -1.0% | +18.3% | -19.3% | -23.2% |
| 10Y | +128.4% | +209.8% | -81.4% | +2.0% |
| All | +513.3% | +415.2% | +98.1% | +68.9% |
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