+30.1%
XYZ vs RRX
+36.7%
-6.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | 0.0% |
| 7D | -2.2% | +5.4% | -7.6% | -2.8% |
| 30D | +11.6% | +12.0% | -0.4% | +9.7% |
| 3M | +8.4% | +6.1% | +2.3% | +7.2% |
| 6M | +17.2% | -13.2% | +30.4% | +17.6% |
| YTD | +31.7% | +31.0% | +0.7% | +24.2% |
| 1Y | +30.1% | +38.8% | -8.7% | +20.0% |
| All | +30.1% | +36.7% | -6.7% | +20.0% |
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 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