+315.5%
ARM vs RRX
+8.9%
+306.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.6% |
| 7D | +12.5% | -0.7% | +13.2% | +13.0% |
| 30D | -1.4% | -8.0% | +6.6% | +4.0% |
| 3M | -18.7% | -25.1% | +6.4% | -2.9% |
| 6M | +124.6% | -18.3% | +142.9% | +154.8% |
| YTD | +141.7% | +14.2% | +127.6% | +122.8% |
| 1Y | +87.7% | +13.0% | +74.6% | +72.0% |
| All | +315.5% | +8.9% | +306.6% | +295.6% |
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