+1,163.5%
C vs RRX
+3,904.5%
-2,741.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +3.6% | +3.4% | +0.2% | +2.0% |
| 30D | +0.1% | -11.1% | +11.2% | +5.7% |
| 3M | +2.4% | -23.7% | +26.1% | +13.9% |
| 6M | +24.9% | -22.0% | +46.9% | +34.6% |
| YTD | +19.8% | +16.5% | +3.3% | +4.6% |
| 1Y | +44.9% | +11.5% | +33.4% | +27.6% |
| 3Y | +263.0% | +1.5% | +261.5% | +212.5% |
| 5Y | +129.5% | +18.3% | +111.3% | +75.1% |
| 10Y | +291.6% | +209.8% | +81.8% | +81.7% |
| All | +1,163.5% | +3,904.5% | -2,741.0% | +258.3% |
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 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