+5,912.0%
BTI vs RRX
+3,824.6%
+2,087.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.1% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | -4.8% | -8.0% | +3.2% | -3.7% |
| 3M | -8.1% | -25.1% | +16.9% | -5.1% |
| 6M | -4.2% | -18.3% | +14.1% | -2.8% |
| YTD | -1.3% | +14.2% | -15.4% | -5.0% |
| 1Y | +2.1% | +13.0% | -10.9% | -2.0% |
| 3Y | +108.9% | +4.2% | +104.7% | +97.0% |
| 5Y | +114.5% | +17.9% | +96.6% | +94.8% |
| 10Y | +72.2% | +220.4% | -148.2% | +30.7% |
| All | +5,912.0% | +3,824.6% | +2,087.4% | +3,684.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling