-31.5%
XYL vs RRX
+30.0%
-61.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.6% | +8.6% | +5.4% |
| 7D | +14.5% | +7.6% | +6.9% | +13.3% |
| 30D | -1.3% | +7.5% | -8.9% | -2.4% |
| 3M | -17.0% | -21.0% | +4.1% | -13.8% |
| 6M | -11.3% | -18.1% | +6.8% | -9.2% |
| YTD | -25.0% | +24.3% | -49.2% | -30.5% |
| 1Y | -31.5% | +29.3% | -60.9% | -37.1% |
| All | -31.5% | +30.0% | -61.6% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling