+38.4%
AR vs RRX
+228.4%
-190.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -3.5% |
| 7D | -2.5% | -0.3% | -2.1% | -2.4% |
| 30D | +2.5% | -6.1% | +8.7% | +5.1% |
| 3M | +12.3% | -23.1% | +35.4% | +22.7% |
| 6M | -3.1% | -19.5% | +16.4% | -0.3% |
| YTD | +11.5% | +16.1% | -4.5% | -7.9% |
| 1Y | +17.0% | +12.9% | +4.1% | -3.2% |
| 3Y | +47.3% | +7.9% | +39.4% | +13.7% |
| 5Y | +141.2% | +19.1% | +122.1% | +64.1% |
| All | +38.4% | +228.4% | -190.0% | -52.2% |
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