+62.6%
XYZ vs RRX
+64.5%
-1.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.6% |
| 7D | -1.1% | +4.3% | -5.4% | -2.6% |
| 30D | +11.5% | +12.3% | -0.8% | +5.9% |
| 3M | +1.8% | +3.7% | -1.9% | -0.6% |
| 6M | +21.2% | -13.9% | +35.1% | +23.5% |
| YTD | +29.9% | +26.5% | +3.5% | +5.6% |
| 1Y | +35.8% | +29.3% | +6.4% | +8.5% |
| 3Y | +62.6% | +65.6% | -3.0% | +19.5% |
| All | +62.6% | +64.5% | -1.9% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling