+37,168.6%
ADI vs RRX
+3,925.9%
+33,242.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | 0.0% |
| 7D | +2.4% | +4.3% | -1.8% | +0.7% |
| 30D | -6.6% | -8.0% | +1.4% | -3.4% |
| 3M | -9.8% | -22.0% | +12.2% | -1.3% |
| 6M | +15.7% | -11.9% | +27.6% | +19.4% |
| YTD | +35.1% | +17.1% | +18.0% | +23.4% |
| 1Y | +47.7% | +14.9% | +32.8% | +35.2% |
| 3Y | +114.5% | +6.9% | +107.6% | +94.6% |
| 5Y | +141.2% | +19.6% | +121.7% | +105.5% |
| 10Y | +611.3% | +215.9% | +395.4% | +306.5% |
| All | +37,168.6% | +3,925.9% | +33,242.7% | +12,105.9% |
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