+464.9%
AXP vs RRX
+214.6%
+250.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.3% |
| 7D | +0.6% | +4.3% | -3.7% | -1.3% |
| 30D | -4.3% | -8.0% | +3.7% | -0.8% |
| 3M | +4.7% | -22.0% | +26.7% | +14.0% |
| 6M | +9.0% | -11.9% | +20.9% | +9.2% |
| YTD | -11.1% | +17.1% | -28.2% | -24.1% |
| 1Y | +1.3% | +14.9% | -13.6% | -13.6% |
| 3Y | +114.5% | +6.9% | +107.6% | +76.7% |
| 5Y | +118.0% | +19.6% | +98.5% | +59.6% |
| 10Y | +464.9% | +215.9% | +249.0% | +121.9% |
| All | +464.9% | +214.6% | +250.4% | +121.9% |
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 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