+142.8%
XYL vs RRX
+228.4%
-85.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -1.1% |
| 7D | +1.2% | -0.3% | +1.6% | +1.3% |
| 30D | -11.9% | -6.1% | -5.8% | -9.7% |
| 3M | -1.5% | -23.1% | +21.5% | +7.3% |
| 6M | -11.9% | -19.5% | +7.6% | -7.3% |
| YTD | -20.6% | +16.1% | -36.6% | -30.2% |
| 1Y | -23.5% | +12.9% | -36.4% | -32.7% |
| 3Y | +14.9% | +7.9% | +6.9% | -4.2% |
| 5Y | -15.3% | +19.1% | -34.4% | -36.1% |
| All | +142.8% | +228.4% | -85.6% | -2.2% |
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