+132.0%
C vs RRX
+16.5%
+115.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.6% |
| 7D | +2.6% | -0.7% | +3.3% | +2.8% |
| 30D | +1.9% | -8.0% | +9.9% | +4.6% |
| 3M | +2.8% | -25.1% | +27.9% | +11.2% |
| 6M | +30.6% | -18.3% | +48.8% | +35.3% |
| YTD | +19.9% | +14.2% | +5.7% | +9.1% |
| 1Y | +44.6% | +13.0% | +31.5% | +30.9% |
| 3Y | +272.1% | +4.2% | +267.9% | +236.7% |
| 5Y | +132.0% | +17.9% | +114.1% | +94.2% |
| All | +132.0% | +16.5% | +115.4% | +94.2% |
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