+135.4%
BAC vs RRX
+6.3%
+129.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +1.2% | +4.3% | -3.1% | +0.2% |
| 30D | -0.7% | -8.0% | +7.3% | +1.0% |
| 3M | +16.9% | -22.0% | +38.9% | +22.0% |
| 6M | +29.6% | -11.9% | +41.5% | +29.6% |
| YTD | +15.3% | +17.1% | -1.8% | +5.7% |
| 1Y | +28.8% | +14.9% | +13.9% | +18.0% |
| All | +135.4% | +6.3% | +129.1% | +117.7% |
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