In your diagram the ground pin on the XLR (pin 1) is connected to the shield but it doesn't look like the shield is connected at the source RCA end. It needs to be connected to the outer shell pin of the RCA to provide a ground reference. The black wire should also be connected there. The resulting cable is directional, RCA to XLR only.
Looking at the diagram that Buckeye provided, it shows the shield and black wires both terminated to the shell of the RCA. The primary in-phase signal (hot) on the red wire passes through from the RCA center pin to pin 2 of the XLR. The RCA shell is connected to both Pin1 (ground) and Pin3 (out-of-phase/cold) of the XLR, effectively combining them using the full length of the cable as the jumper.
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You can make one of these on "easy mode" by taking a standard XLR-terminated mic cable and cutting off one end, then terminate that end to an RCA combining the black wire and the shield on the RCA outer shell.