+6.1%
APA vs RRX
+200.5%
-194.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.8% |
| 7D | +8.5% | +4.3% | +4.2% | +6.0% |
| 30D | +2.8% | +12.3% | -9.5% | -4.6% |
| 3M | +21.7% | +3.7% | +18.1% | +16.9% |
| 6M | +32.6% | -13.9% | +46.5% | +33.6% |
| YTD | +103.7% | +26.5% | +77.2% | +50.8% |
| 1Y | +101.8% | +29.3% | +72.5% | +46.2% |
| 3Y | +48.1% | +65.6% | -17.5% | -17.8% |
| 5Y | +91.9% | +10.6% | +81.3% | +32.9% |
| All | +6.1% | +200.5% | -194.3% | -66.2% |
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