+226.1%
ACWI vs RRX
+207.5%
+18.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +2.7% | +12.6% | -9.9% | -0.8% |
| 30D | -2.6% | +10.6% | -13.2% | -5.9% |
| 3M | -3.2% | +4.6% | -7.8% | -5.1% |
| 6M | +1.9% | -13.6% | +15.5% | +4.0% |
| YTD | +11.3% | +29.4% | -18.1% | -1.5% |
| 1Y | +11.7% | +31.9% | -20.3% | -2.1% |
| 3Y | +74.4% | +68.3% | +6.1% | +32.6% |
| 5Y | +59.5% | +13.2% | +46.3% | +35.1% |
| All | +226.1% | +207.5% | +18.7% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling