+448.5%
XYL vs RRX
+300.5%
+147.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.4% | +2.7% |
| 7D | +1.8% | +4.3% | -2.5% | +0.1% |
| 30D | -9.2% | -8.0% | -1.2% | -6.2% |
| 3M | -0.3% | -22.0% | +21.7% | +8.0% |
| 6M | -11.0% | -11.9% | +0.9% | -9.9% |
| YTD | -19.2% | +17.1% | -36.3% | -28.8% |
| 1Y | -21.2% | +14.9% | -36.1% | -30.8% |
| 3Y | +18.6% | +6.9% | +11.7% | +0.4% |
| 5Y | -14.3% | +19.6% | -33.9% | -34.0% |
| 10Y | +141.0% | +215.9% | -74.9% | +11.1% |
| All | +448.5% | +300.5% | +147.9% | +133.0% |
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 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