+600.8%
XYZ vs RRX
+223.0%
+377.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.6% |
| 7D | -3.7% | -0.7% | -3.0% | -3.3% |
| 30D | +0.5% | -8.0% | +8.5% | +5.2% |
| 3M | +16.3% | -25.1% | +41.3% | +32.3% |
| 6M | +21.1% | -18.3% | +39.4% | +27.4% |
| YTD | +22.0% | +14.2% | +7.8% | +0.6% |
| 1Y | +5.2% | +13.0% | -7.9% | -14.0% |
| 3Y | +49.6% | +4.2% | +45.4% | +20.0% |
| 5Y | -68.4% | +17.9% | -86.3% | -76.3% |
| All | +600.8% | +223.0% | +377.8% | +189.2% |
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