+426.2%
BTSG vs RRX
+15.5%
+410.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.9% | -4.7% | -6.0% |
| 7D | -5.8% | -3.7% | -2.0% | -4.5% |
| 30D | 0.0% | -9.3% | +9.3% | +3.3% |
| 3M | -4.5% | -21.8% | +17.3% | +2.1% |
| 6M | +40.0% | -22.0% | +62.0% | +47.7% |
| YTD | +54.6% | +11.9% | +42.6% | +41.6% |
| 1Y | +106.1% | +11.6% | +94.5% | +88.0% |
| All | +426.2% | +15.5% | +410.7% | +380.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling