-19.0%
BAX vs RRX
+64.5%
-83.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.9% |
| 7D | +0.1% | +4.3% | -4.3% | -1.1% |
| 30D | +4.1% | +12.3% | -8.2% | +0.3% |
| 3M | -4.5% | +3.7% | -8.2% | -6.1% |
| 6M | +49.2% | -13.9% | +63.2% | +51.7% |
| YTD | +35.2% | +26.5% | +8.8% | +21.3% |
| 1Y | +38.3% | +29.3% | +9.0% | +22.9% |
| 3Y | -19.0% | +65.6% | -84.6% | -36.5% |
| All | -19.0% | +64.5% | -83.5% | -36.5% |
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