+50.9%
XYZ vs RRX
+4.1%
+46.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | +2.9% | +4.3% | -1.4% | +1.3% |
| 30D | +1.4% | -8.0% | +9.4% | +4.4% |
| 3M | +14.6% | -22.0% | +36.6% | +22.6% |
| 6M | +20.8% | -11.9% | +32.7% | +20.8% |
| YTD | +23.1% | +17.1% | +6.0% | +6.0% |
| 1Y | +5.6% | +14.9% | -9.2% | -8.9% |
| 3Y | +50.9% | +6.9% | +44.0% | +29.0% |
| All | +50.9% | +4.1% | +46.8% | +29.0% |
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 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