+746.1%
AU vs RRX
+1,064.6%
-318.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.3% | -3.9% |
| 7D | -7.0% | -3.7% | -3.2% | -6.3% |
| 30D | +7.3% | -9.3% | +16.6% | +9.1% |
| 3M | +33.2% | -21.8% | +55.0% | +38.0% |
| 6M | -0.6% | -22.0% | +21.4% | +3.1% |
| YTD | +26.2% | +11.9% | +14.2% | +22.6% |
| 1Y | +68.3% | +11.6% | +56.7% | +63.3% |
| 3Y | +592.1% | +2.2% | +589.9% | +559.2% |
| 5Y | +685.3% | +14.9% | +670.4% | +615.7% |
| 10Y | +682.5% | +214.2% | +468.3% | +455.3% |
| All | +746.1% | +1,064.6% | -318.4% | +421.8% |
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