+228.9%
ARM vs RRX
+63.4%
+165.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.5% | -0.7% | +0.9% |
| 7D | -15.2% | +7.5% | -22.7% | -19.5% |
| 30D | -40.7% | +3.0% | -43.7% | -41.8% |
| 3M | -39.1% | -5.3% | -33.7% | -36.4% |
| 6M | -26.4% | -26.6% | +0.2% | -9.4% |
| YTD | +59.7% | +21.2% | +38.6% | +39.3% |
| 1Y | +10.3% | +25.9% | -15.6% | -7.1% |
| 3Y | +228.9% | +71.7% | +157.2% | +150.6% |
| All | +228.9% | +63.4% | +165.4% | +150.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling