+10.4%
BDX vs RRX
-18.2%
+28.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.9% |
| 7D | -3.2% | -0.3% | -2.8% | -3.2% |
| 30D | -2.5% | -6.1% | +3.6% | -2.8% |
| 3M | +21.4% | -23.1% | +44.5% | +20.0% |
| 6M | +10.4% | -19.5% | +29.9% | +5.8% |
| All | +10.4% | -18.2% | +28.7% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling