+664.2%
B vs RRX
+4,349.0%
-3,684.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.0% |
| 7D | -6.2% | +12.6% | -18.8% | -7.5% |
| 30D | -6.6% | +10.6% | -17.2% | -7.9% |
| 3M | -7.9% | +4.6% | -12.5% | -8.6% |
| 6M | -16.8% | -13.6% | -3.2% | -16.0% |
| YTD | -11.7% | +29.4% | -41.1% | -15.2% |
| 1Y | +3.5% | +31.9% | -28.4% | -0.9% |
| 3Y | +165.7% | +68.3% | +97.5% | +143.8% |
| 5Y | +108.4% | +13.2% | +95.2% | +96.8% |
| 10Y | +212.7% | +209.9% | +2.7% | +157.9% |
| All | +664.2% | +4,349.0% | -3,684.8% | +434.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling