-35.1%
AUR vs RRX
+17.8%
-52.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | -0.9% |
| 7D | +1.4% | -0.3% | +1.8% | +1.6% |
| 30D | -6.4% | -6.1% | -0.3% | -2.2% |
| 3M | +7.7% | -23.1% | +30.8% | +26.6% |
| 6M | +44.5% | -19.5% | +64.0% | +59.4% |
| YTD | +67.4% | +16.1% | +51.4% | +35.4% |
| 1Y | +15.4% | +12.9% | +2.5% | -6.0% |
| 3Y | +94.8% | +7.9% | +86.9% | +59.4% |
| All | -35.1% | +17.8% | -52.9% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling