+356.8%
ACWI vs RRX
+484.2%
-127.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.5% | +3.4% | -3.0% | -0.7% |
| 30D | +0.9% | -11.1% | +12.0% | +5.2% |
| 3M | +2.4% | -23.7% | +26.1% | +11.1% |
| 6M | +12.4% | -22.0% | +34.4% | +19.1% |
| YTD | +15.2% | +16.5% | -1.3% | +3.6% |
| 1Y | +22.7% | +11.5% | +11.2% | +11.2% |
| 3Y | +75.8% | +1.5% | +74.3% | +54.4% |
| 5Y | +67.7% | +18.3% | +49.5% | +32.8% |
| 10Y | +229.0% | +209.8% | +19.2% | +55.3% |
| All | +356.8% | +484.2% | -127.4% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling