-21.9%
AS vs RRX
+14.9%
-36.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | -4.9% | +3.4% | -8.3% | -5.8% |
| 30D | -19.6% | -11.1% | -8.5% | -17.1% |
| 3M | -14.4% | -23.7% | +9.3% | -9.5% |
| 6M | -20.1% | -22.0% | +1.9% | -18.1% |
| YTD | -20.9% | +16.5% | -37.4% | -26.9% |
| 1Y | -21.9% | +11.5% | -33.4% | -27.0% |
| All | -21.9% | +14.9% | -36.7% | -27.0% |
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 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