+3,820.6%
ALL vs RRX
+2,812.4%
+1,008.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | 0.0% | +12.6% | -12.6% | -3.4% |
| 30D | +12.8% | +10.6% | +2.2% | +8.7% |
| 3M | +4.7% | +4.6% | 0.0% | +2.1% |
| 6M | +24.9% | -13.6% | +38.6% | +25.5% |
| YTD | +30.0% | +29.4% | +0.6% | +13.3% |
| 1Y | +29.9% | +31.9% | -2.0% | +12.2% |
| 3Y | +117.5% | +68.3% | +49.3% | +63.1% |
| 5Y | +161.7% | +13.2% | +148.5% | +115.4% |
| 10Y | +377.1% | +209.9% | +167.1% | +170.2% |
| All | +3,820.6% | +2,812.4% | +1,008.3% | +1,347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling