+358.0%
ALL vs RRX
+216.7%
+141.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -4.3% | -3.7% | -0.6% | -3.5% |
| 30D | -3.6% | -9.3% | +5.7% | -1.6% |
| 3M | +13.2% | -21.8% | +35.0% | +17.5% |
| 6M | +22.5% | -22.0% | +44.5% | +25.4% |
| YTD | +22.7% | +11.9% | +10.8% | +12.9% |
| 1Y | +28.3% | +11.6% | +16.7% | +17.2% |
| 3Y | +152.0% | +2.2% | +149.9% | +122.6% |
| 5Y | +115.4% | +14.9% | +100.6% | +74.7% |
| All | +358.0% | +216.7% | +141.3% | +144.1% |
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