+44.9%
AUR vs RRX
-19.6%
+64.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.7% |
| 7D | +0.2% | -3.7% | +3.9% | +1.9% |
| 30D | -8.9% | -9.3% | +0.4% | -4.8% |
| 3M | +4.6% | -21.8% | +26.4% | +16.2% |
| 6M | +44.9% | -22.0% | +66.9% | +57.8% |
| All | +44.9% | -19.6% | +64.5% | +57.8% |
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 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