+1,102.1%
BAC vs RRX
+4,247.4%
-3,145.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +2.0% |
| 7D | +3.2% | +4.3% | -1.1% | +1.2% |
| 30D | -0.7% | +12.3% | -13.0% | -6.7% |
| 3M | -20.0% | +3.7% | -23.6% | -22.3% |
| 6M | +3.4% | -13.9% | +17.3% | +5.8% |
| YTD | -5.7% | +26.5% | -32.2% | -21.6% |
| 1Y | -1.4% | +29.3% | -30.8% | -19.2% |
| 3Y | +97.9% | +65.6% | +32.4% | +35.2% |
| 5Y | +22.9% | +10.6% | +12.3% | -3.0% |
| 10Y | +235.3% | +202.9% | +32.5% | +60.3% |
| All | +1,102.1% | +4,247.4% | -3,145.3% | +233.9% |
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 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