+257.6%
ALAB vs RRX
+3.8%
+253.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.0% |
| 7D | +16.3% | +4.3% | +12.0% | +13.4% |
| 30D | -26.1% | +12.3% | -38.4% | -30.8% |
| 3M | -31.3% | +3.7% | -34.9% | -31.9% |
| 6M | -1.0% | -13.9% | +12.9% | +12.9% |
| YTD | +33.3% | +26.5% | +6.9% | +20.7% |
| 1Y | +53.5% | +29.3% | +24.2% | +36.6% |
| All | +257.6% | +3.8% | +253.8% | +223.4% |
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 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