+1,027.9%
C vs RRX
+4,334.9%
-3,307.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -0.4% | 0.0% | -0.4% | -0.6% |
| 30D | -5.2% | +9.0% | -14.2% | -9.9% |
| 3M | -9.1% | +4.0% | -13.1% | -12.0% |
| 6M | -1.6% | -15.7% | +14.1% | +2.7% |
| YTD | +6.9% | +29.0% | -22.0% | -12.2% |
| 1Y | +23.0% | +35.2% | -12.3% | -1.8% |
| 3Y | +216.1% | +67.7% | +148.4% | +112.8% |
| 5Y | +112.2% | +14.9% | +97.3% | +64.0% |
| 10Y | +208.8% | +216.8% | -8.1% | +40.3% |
| All | +1,027.9% | +4,334.9% | -3,307.0% | +200.7% |
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