+440.3%
AXP vs RRX
+238.3%
+202.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.9% | -5.9% | -2.0% |
| 7D | -1.1% | +12.3% | -13.5% | -6.8% |
| 30D | +5.2% | +9.5% | -4.3% | 0.0% |
| 3M | -4.6% | +1.8% | -6.4% | -6.7% |
| 6M | +3.2% | -15.3% | +18.6% | +6.4% |
| YTD | -11.3% | +29.6% | -40.9% | -28.7% |
| 1Y | -11.0% | +34.1% | -45.1% | -29.9% |
| 3Y | +120.2% | +74.0% | +46.1% | +39.0% |
| 5Y | +91.7% | +14.7% | +77.0% | +45.8% |
| 10Y | +440.3% | +229.4% | +211.0% | +91.2% |
| All | +440.3% | +238.3% | +202.0% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling