+25.9%
BDX vs RRX
+14.9%
+11.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.5% | +3.4% | -6.0% | -2.6% |
| 30D | +8.3% | -11.1% | +19.4% | +8.7% |
| 3M | +24.4% | -23.7% | +48.1% | +25.2% |
| 6M | +9.2% | -22.0% | +31.2% | +8.2% |
| YTD | +22.7% | +16.5% | +6.2% | +13.7% |
| 1Y | +25.9% | +11.5% | +14.4% | +17.5% |
| All | +25.9% | +14.9% | +11.0% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling