-0.6%
AU vs RRX
-19.6%
+19.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.3% | -3.6% |
| 7D | -7.0% | -3.7% | -3.2% | -5.8% |
| 30D | +7.3% | -9.3% | +16.6% | +10.7% |
| 3M | +33.2% | -21.8% | +55.0% | +36.2% |
| 6M | -0.6% | -22.0% | +21.4% | -1.2% |
| All | -0.6% | -19.6% | +19.0% | -1.2% |
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