+23.5%
ALAB vs RRX
+9.8%
+13.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.4% | -4.1% |
| 7D | +0.6% | -3.7% | +4.3% | +3.1% |
| 30D | -8.8% | -9.3% | +0.5% | -2.9% |
| 3M | -14.0% | -21.8% | +7.8% | +3.4% |
| 6M | +144.3% | -22.0% | +166.3% | +192.0% |
| YTD | +71.0% | +11.9% | +59.1% | +94.7% |
| 1Y | +23.5% | +11.6% | +11.9% | +41.3% |
| All | +23.5% | +9.8% | +13.7% | +41.3% |
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