+24.5%
ALAB vs RRX
+30.0%
-5.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.8% | -1.8% |
| 7D | -24.9% | +7.6% | -32.5% | -29.2% |
| 30D | -38.4% | +7.5% | -45.9% | -41.5% |
| 3M | -38.3% | -21.0% | -17.2% | -27.6% |
| 6M | +10.9% | -18.1% | +29.0% | +29.1% |
| YTD | +34.2% | +24.3% | +9.9% | +48.2% |
| 1Y | +24.5% | +29.3% | -4.8% | +37.8% |
| All | +24.5% | +30.0% | -5.5% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling