+137.8%
AS vs RRX
+35.8%
+102.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.7% |
| 7D | +4.5% | 0.0% | +4.5% | +4.2% |
| 30D | +13.2% | +9.0% | +4.2% | +8.6% |
| 3M | -11.9% | +4.0% | -15.9% | -14.1% |
| 6M | -11.6% | -15.7% | +4.2% | -8.5% |
| YTD | -14.7% | +29.0% | -43.7% | -29.2% |
| 1Y | +5.7% | +35.2% | -29.5% | -14.6% |
| All | +137.8% | +35.8% | +102.0% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling