+85.7%
ARM vs RRX
+15.3%
+70.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.4% |
| 7D | +11.4% | +4.3% | +7.1% | +8.4% |
| 30D | -7.4% | -8.0% | +0.6% | -2.3% |
| 3M | -24.5% | -22.0% | -2.5% | -12.2% |
| 6M | +128.7% | -11.9% | +140.5% | +151.7% |
| YTD | +139.3% | +17.1% | +122.2% | +138.6% |
| All | +85.7% | +15.3% | +70.4% | +87.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling