-67.1%
BAX vs RRX
+16.5%
-83.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.3% |
| 7D | -5.1% | -0.7% | -4.4% | -4.9% |
| 30D | -12.2% | -8.0% | -4.2% | -10.4% |
| 3M | +21.8% | -25.1% | +46.9% | +29.2% |
| 6M | +36.3% | -18.3% | +54.6% | +39.9% |
| YTD | +27.8% | +14.2% | +13.7% | +20.7% |
| 1Y | -0.1% | +13.0% | -13.1% | -5.6% |
| 3Y | -33.3% | +4.2% | -37.5% | -37.5% |
| 5Y | -67.1% | +17.9% | -85.0% | -70.2% |
| All | -67.1% | +16.5% | -83.6% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling