+1,376.8%
BAC vs RRX
+3,904.5%
-2,527.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +1.1% | +3.4% | -2.4% | -0.4% |
| 30D | -0.4% | -11.1% | +10.7% | +4.7% |
| 3M | +16.9% | -23.7% | +40.6% | +28.3% |
| 6M | +26.6% | -22.0% | +48.6% | +34.6% |
| YTD | +15.8% | +16.5% | -0.7% | +1.1% |
| 1Y | +27.2% | +11.5% | +15.7% | +12.0% |
| 3Y | +132.4% | +1.5% | +130.9% | +99.0% |
| 5Y | +72.6% | +18.3% | +54.3% | +32.4% |
| 10Y | +389.7% | +209.8% | +179.9% | +134.0% |
| All | +1,376.8% | +3,904.5% | -2,527.7% | +330.8% |
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