+156.7%
B vs RRX
+14.8%
+141.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.2% |
| 7D | -5.0% | -3.7% | -1.3% | -4.5% |
| 30D | +8.7% | -9.3% | +18.0% | +10.3% |
| 3M | +17.3% | -21.8% | +39.1% | +20.7% |
| 6M | -5.0% | -22.0% | +17.0% | -2.5% |
| YTD | +1.4% | +11.9% | -10.5% | -1.0% |
| 1Y | +50.5% | +11.6% | +38.9% | +46.6% |
| 3Y | +194.4% | +2.2% | +192.2% | +182.9% |
| 5Y | +156.7% | +14.9% | +141.8% | +125.9% |
| All | +156.7% | +14.8% | +141.9% | +125.9% |
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