+114.9%
AXP vs RRX
+64.5%
+50.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.4% |
| 7D | -0.1% | +4.3% | -4.5% | -1.3% |
| 30D | +4.4% | +12.3% | -7.9% | +0.6% |
| 3M | -6.4% | +3.7% | -10.1% | -8.0% |
| 6M | +4.2% | -13.9% | +18.1% | +5.8% |
| YTD | -12.4% | +26.5% | -38.8% | -24.7% |
| 1Y | -11.1% | +29.3% | -40.4% | -24.4% |
| 3Y | +114.9% | +65.6% | +49.3% | +68.5% |
| All | +114.9% | +64.5% | +50.4% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling