+468.7%
BTSG vs RRX
+20.8%
+447.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.8% |
| 7D | +5.7% | +4.3% | +1.5% | +4.3% |
| 30D | +0.2% | -8.0% | +8.2% | +3.0% |
| 3M | +5.6% | -22.0% | +27.7% | +13.0% |
| 6M | +50.8% | -11.9% | +62.7% | +52.3% |
| YTD | +67.0% | +17.1% | +50.0% | +50.7% |
| 1Y | +145.5% | +14.9% | +130.6% | +121.7% |
| All | +468.7% | +20.8% | +447.9% | +410.9% |
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