+54.3%
AR vs RRX
+200.5%
-146.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.0% |
| 7D | +7.4% | +4.3% | +3.0% | +5.3% |
| 30D | +5.8% | +12.3% | -6.6% | -0.5% |
| 3M | +5.2% | +3.7% | +1.6% | +2.0% |
| 6M | +5.4% | -13.9% | +19.4% | +7.0% |
| YTD | +12.4% | +26.5% | -14.0% | -11.8% |
| 1Y | +12.8% | +29.3% | -16.5% | -13.0% |
| 3Y | +47.2% | +65.6% | -18.4% | -11.8% |
| 5Y | +101.1% | +10.6% | +90.5% | +46.6% |
| All | +54.3% | +200.5% | -146.1% | -48.0% |
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