+150.0%
ALL vs RRX
+6.3%
+143.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.4% |
| 7D | -1.7% | +4.3% | -6.0% | -1.8% |
| 30D | -4.7% | -8.0% | +3.3% | -4.6% |
| 3M | +18.4% | -22.0% | +40.4% | +18.5% |
| 6M | +20.5% | -11.9% | +32.4% | +19.5% |
| YTD | +23.5% | +17.1% | +6.4% | +20.0% |
| 1Y | +29.0% | +14.9% | +14.1% | +25.2% |
| All | +150.0% | +6.3% | +143.7% | +147.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling