+7.7%
AS vs RRX
+31.7%
-24.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.9% | -3.8% | +1.4% |
| 7D | +5.8% | +12.3% | -6.5% | +2.3% |
| 30D | +15.4% | +9.5% | +5.8% | +12.2% |
| 3M | -11.9% | +1.8% | -13.7% | -12.8% |
| 6M | -9.9% | -15.3% | +5.4% | -8.0% |
| YTD | -13.1% | +29.6% | -42.7% | -21.4% |
| All | +7.7% | +31.7% | -24.0% | -2.9% |
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