+143.7%
AR vs RRX
+16.5%
+127.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.7% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | +5.5% | -8.0% | +13.5% | +7.7% |
| 3M | +12.9% | -25.1% | +37.9% | +19.7% |
| 6M | +0.1% | -18.3% | +18.3% | +1.3% |
| YTD | +13.5% | +14.2% | -0.6% | +0.3% |
| 1Y | +21.6% | +13.0% | +8.5% | +6.9% |
| 3Y | +46.0% | +4.2% | +41.8% | +27.3% |
| 5Y | +143.7% | +17.9% | +125.9% | +86.8% |
| All | +143.7% | +16.5% | +127.2% | +86.8% |
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 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