+3,834.6%
ALL vs RRX
+2,745.9%
+1,088.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +1.0% |
| 7D | +5.0% | +4.3% | +0.7% | +3.7% |
| 30D | +13.3% | +12.3% | +1.0% | +8.8% |
| 3M | +3.2% | +3.7% | -0.5% | +0.9% |
| 6M | +25.3% | -13.9% | +39.3% | +26.0% |
| YTD | +30.5% | +26.5% | +4.0% | +14.4% |
| 1Y | +29.2% | +29.3% | -0.1% | +12.2% |
| 3Y | +119.1% | +65.6% | +53.6% | +65.0% |
| 5Y | +162.6% | +10.6% | +152.0% | +117.5% |
| 10Y | +378.8% | +202.9% | +175.9% | +172.8% |
| All | +3,834.6% | +2,745.9% | +1,088.7% | +1,361.8% |
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