+97.4%
AR vs RRX
+9.8%
+87.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.6% |
| 7D | +7.4% | +4.3% | +3.0% | +6.3% |
| 30D | +5.8% | +12.3% | -6.6% | +2.4% |
| 3M | +5.2% | +3.7% | +1.6% | +3.6% |
| 6M | +5.4% | -13.9% | +19.4% | +6.8% |
| YTD | +12.4% | +26.5% | -14.0% | -3.4% |
| 1Y | +12.8% | +29.3% | -16.5% | -4.1% |
| 3Y | +47.2% | +65.6% | -18.4% | +6.5% |
| All | +97.4% | +9.8% | +87.5% | +62.0% |
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 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