-15.4%
AS vs RRX
-25.1%
+9.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.2% |
| 7D | +6.9% | +7.5% | -0.6% | +5.7% |
| 30D | +16.0% | +3.0% | +13.0% | +15.3% |
| 3M | -12.8% | -5.3% | -7.5% | -12.8% |
| 6M | -15.4% | -26.6% | +11.3% | -13.7% |
| All | -15.4% | -25.1% | +9.7% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling