+35.7%
AVAV vs RRX
+15.1%
+20.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +6.9% | +5.7% | +10.5% |
| 7D | +3.2% | +12.3% | -9.2% | -0.1% |
| 30D | -7.4% | +9.5% | -16.9% | -9.8% |
| 3M | -32.0% | +1.8% | -33.8% | -32.4% |
| 6M | -24.6% | -15.3% | -9.2% | -21.6% |
| YTD | -47.5% | +29.6% | -77.1% | -52.9% |
| 1Y | -61.5% | +34.1% | -95.6% | -65.9% |
| 3Y | +5.5% | +74.0% | -68.6% | -17.7% |
| 5Y | +35.7% | +14.7% | +21.0% | +5.9% |
| All | +35.7% | +15.1% | +20.6% | +5.9% |
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