+56.7%
BDX vs RRX
+228.4%
-171.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.2% |
| 7D | -3.2% | -0.3% | -2.8% | -3.1% |
| 30D | -2.5% | -6.1% | +3.6% | -1.6% |
| 3M | +21.4% | -23.1% | +44.5% | +25.7% |
| 6M | +10.4% | -19.5% | +29.9% | +12.2% |
| YTD | +18.8% | +16.1% | +2.8% | +11.7% |
| 1Y | +21.7% | +12.9% | +8.8% | +14.6% |
| 3Y | -10.0% | +7.9% | -17.9% | -17.1% |
| 5Y | -1.8% | +19.1% | -20.9% | -14.4% |
| All | +56.7% | +228.4% | -171.7% | -0.7% |
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