+28.3%
ALL vs RRX
+9.8%
+18.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.8% |
| 7D | -4.3% | -3.7% | -0.6% | -4.5% |
| 30D | -3.6% | -9.3% | +5.7% | -4.1% |
| 3M | +13.2% | -21.8% | +35.0% | +11.2% |
| 6M | +22.5% | -22.0% | +44.5% | +20.3% |
| YTD | +22.7% | +11.9% | +10.8% | +17.7% |
| 1Y | +28.3% | +11.6% | +16.7% | +22.7% |
| All | +28.3% | +9.8% | +18.5% | +22.7% |
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