+70.6%
ACWI vs RRX
+63.4%
+7.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -1.1% |
| 7D | -2.4% | +7.5% | -9.9% | -3.9% |
| 30D | -5.2% | +3.0% | -8.2% | -6.0% |
| 3M | -4.8% | -5.3% | +0.5% | -4.2% |
| 6M | -1.3% | -26.6% | +25.3% | +3.4% |
| YTD | +8.4% | +21.2% | -12.8% | +1.1% |
| 1Y | +11.0% | +25.9% | -14.9% | +2.5% |
| 3Y | +70.6% | +71.7% | -1.1% | +44.4% |
| All | +70.6% | +63.4% | +7.1% | +44.4% |
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