-46.7%
COMP vs RRX
+25.3%
-72.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.9% | -3.6% |
| 7D | +4.1% | +4.3% | -0.2% | +1.6% |
| 30D | -14.5% | -8.0% | -6.5% | -10.5% |
| 3M | +41.8% | -22.0% | +63.8% | +58.1% |
| 6M | +23.6% | -11.9% | +35.5% | +26.4% |
| YTD | +1.7% | +17.1% | -15.4% | -15.1% |
| 1Y | +12.6% | +14.9% | -2.3% | -6.5% |
| 3Y | +221.9% | +6.9% | +215.0% | +159.9% |
| 5Y | -28.1% | +19.6% | -47.7% | -48.2% |
| All | -46.7% | +25.3% | -72.0% | -61.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling