+41.0%
AVAV vs RRX
+19.7%
+21.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.7% |
| 7D | +3.2% | +4.3% | -1.1% | +1.9% |
| 30D | -20.3% | -8.0% | -12.3% | -18.3% |
| 3M | -19.4% | -22.0% | +2.6% | -14.1% |
| 6M | -35.3% | -11.9% | -23.4% | -33.9% |
| YTD | -38.5% | +17.1% | -55.6% | -43.0% |
| 1Y | -37.2% | +14.9% | -52.1% | -41.8% |
| 3Y | +31.1% | +6.9% | +24.2% | +19.7% |
| 5Y | +41.0% | +19.6% | +21.5% | +12.6% |
| All | +41.0% | +19.7% | +21.3% | +12.6% |
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