+123.4%
AS vs RRX
+33.1%
+90.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | 0.0% |
| 7D | -4.9% | +4.3% | -9.2% | -6.4% |
| 30D | +3.9% | +12.3% | -8.4% | -1.6% |
| 3M | -9.6% | +3.7% | -13.3% | -11.8% |
| 6M | -8.7% | -13.9% | +5.3% | -6.7% |
| YTD | -19.8% | +26.5% | -46.3% | -32.9% |
| 1Y | -1.5% | +29.3% | -30.9% | -18.8% |
| All | +123.4% | +33.1% | +90.3% | +61.9% |
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 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