+117.9%
BTSG vs RRX
+30.0%
+87.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.6% | +0.9% |
| 7D | +17.4% | +7.6% | +9.8% | +14.8% |
| 30D | +12.6% | +7.5% | +5.1% | +10.0% |
| 3M | +11.2% | -21.0% | +32.2% | +17.3% |
| 6M | +30.4% | -18.1% | +48.5% | +33.9% |
| YTD | +86.4% | +24.3% | +62.1% | +63.5% |
| 1Y | +117.9% | +29.3% | +88.6% | +86.5% |
| All | +117.9% | +30.0% | +87.9% | +86.5% |
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