-38.3%
BAX vs RRX
+216.7%
-255.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | -0.4% |
| 7D | -5.4% | -3.7% | -1.7% | -4.5% |
| 30D | -12.4% | -9.3% | -3.1% | -10.2% |
| 3M | +19.1% | -21.8% | +40.9% | +25.2% |
| 6M | +38.6% | -22.0% | +60.6% | +44.5% |
| YTD | +26.7% | +11.9% | +14.8% | +20.2% |
| 1Y | +1.0% | +11.6% | -10.6% | -4.3% |
| 3Y | -33.9% | +2.2% | -36.1% | -38.2% |
| 5Y | -67.0% | +14.9% | -81.9% | -70.8% |
| All | -38.3% | +216.7% | -255.1% | -59.8% |
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 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