+1,044.0%
C vs RRX
+4,247.4%
-3,203.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +1.0% |
| 7D | +4.2% | +4.3% | -0.2% | +2.0% |
| 30D | +2.0% | +12.3% | -10.3% | -4.5% |
| 3M | -10.1% | +3.7% | -13.8% | -12.9% |
| 6M | +1.0% | -13.9% | +14.9% | +4.3% |
| YTD | +8.5% | +26.5% | -18.0% | -10.1% |
| 1Y | +25.7% | +29.3% | -3.6% | +2.6% |
| 3Y | +216.0% | +65.6% | +150.4% | +114.0% |
| 5Y | +112.3% | +10.6% | +101.7% | +67.1% |
| 10Y | +217.8% | +202.9% | +14.9% | +47.5% |
| All | +1,044.0% | +4,247.4% | -3,203.4% | +207.8% |
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