+74.2%
AA vs RRX
+1.6%
+72.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -3.9% |
| 7D | -5.4% | -3.7% | -1.6% | -3.7% |
| 30D | -10.7% | -9.3% | -1.4% | -6.8% |
| 3M | -26.2% | -21.8% | -4.4% | -19.7% |
| 6M | -20.9% | -22.0% | +1.1% | -15.1% |
| YTD | -8.6% | +11.9% | -20.6% | -20.5% |
| 1Y | +57.4% | +11.6% | +45.8% | +36.2% |
| All | +74.2% | +1.6% | +72.6% | +79.6% |
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