+127.8%
AAPL vs RRX
+17.8%
+110.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -1.9% | +0.9% |
| 7D | +3.8% | -0.3% | +4.2% | +3.9% |
| 30D | +9.9% | -6.1% | +16.1% | +11.5% |
| 3M | +12.5% | -23.1% | +35.5% | +18.1% |
| 6M | +27.6% | -19.5% | +47.2% | +30.6% |
| YTD | +22.6% | +16.1% | +6.5% | +11.8% |
| 1Y | +45.0% | +12.9% | +32.1% | +32.4% |
| 3Y | +87.8% | +7.9% | +79.8% | +65.9% |
| All | +127.8% | +17.8% | +110.0% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling