+29.5%
A vs RRX
+1.6%
+27.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | -4.6% | -3.7% | -0.8% | -3.7% |
| 30D | -4.3% | -9.3% | +5.0% | -2.1% |
| 3M | +8.9% | -21.8% | +30.7% | +13.9% |
| 6M | +24.5% | -22.0% | +46.5% | +28.7% |
| YTD | +5.8% | +11.9% | -6.1% | -3.2% |
| 1Y | +16.2% | +11.6% | +4.6% | +5.8% |
| All | +29.5% | +1.6% | +27.9% | +13.1% |
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