+391.9%
BAC vs RRX
+216.7%
+175.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.6% |
| 7D | -0.3% | -3.7% | +3.5% | +1.3% |
| 30D | -1.8% | -9.3% | +7.5% | +2.2% |
| 3M | +15.3% | -21.8% | +37.1% | +24.8% |
| 6M | +30.2% | -22.0% | +52.2% | +37.9% |
| YTD | +15.6% | +11.9% | +3.6% | +1.2% |
| 1Y | +27.5% | +11.6% | +15.8% | +10.3% |
| 3Y | +137.0% | +2.2% | +134.9% | +98.7% |
| 5Y | +75.6% | +14.9% | +60.7% | +29.5% |
| All | +391.9% | +216.7% | +175.2% | +85.1% |
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