+25.8%
C vs RRX
+36.7%
-10.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | -0.4% | +5.4% | -5.8% | -1.5% |
| 30D | -5.3% | +12.0% | -17.3% | -7.8% |
| 3M | -8.0% | +6.1% | -14.1% | -9.5% |
| 6M | -0.3% | -13.2% | +13.0% | +0.9% |
| YTD | +8.6% | +31.0% | -22.3% | -1.2% |
| 1Y | +25.8% | +38.8% | -12.9% | +13.0% |
| All | +25.8% | +36.7% | -10.9% | +13.0% |
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 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