+218.3%
C vs RRX
+222.4%
-4.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.9% |
| 7D | -0.4% | +5.4% | -5.8% | -3.0% |
| 30D | -5.3% | +12.0% | -17.3% | -11.1% |
| 3M | -8.0% | +6.1% | -14.1% | -11.7% |
| 6M | -0.3% | -13.2% | +13.0% | +2.7% |
| YTD | +8.6% | +31.0% | -22.3% | -12.6% |
| 1Y | +25.8% | +38.8% | -12.9% | -2.3% |
| 3Y | +221.2% | +70.3% | +150.9% | +104.3% |
| 5Y | +113.6% | +15.5% | +98.0% | +60.6% |
| 10Y | +218.3% | +213.7% | +4.6% | +10.3% |
| All | +218.3% | +222.4% | -4.1% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling