+177.2%
APA vs RRX
+14.8%
+162.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.1% |
| 7D | +0.8% | -3.7% | +4.5% | +2.0% |
| 30D | +9.6% | -9.3% | +18.9% | +12.9% |
| 3M | +18.0% | -21.8% | +39.8% | +24.7% |
| 6M | +41.9% | -22.0% | +63.9% | +45.6% |
| YTD | +86.3% | +11.9% | +74.4% | +59.2% |
| 1Y | +97.9% | +11.6% | +86.3% | +67.5% |
| 3Y | +12.8% | +2.2% | +10.6% | -5.2% |
| 5Y | +177.2% | +14.9% | +162.3% | +113.1% |
| All | +177.2% | +14.8% | +162.4% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling