-50.2%
COMP vs RRX
+38.5%
-88.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.5% |
| 7D | +8.9% | +12.6% | -3.7% | +2.1% |
| 30D | +14.0% | +10.6% | +3.4% | +6.6% |
| 3M | -21.1% | +4.6% | -25.8% | -24.3% |
| 6M | +20.1% | -13.6% | +33.7% | +23.8% |
| YTD | -5.0% | +29.4% | -34.4% | -26.1% |
| 1Y | +5.7% | +31.9% | -26.2% | -19.2% |
| 3Y | +412.2% | +68.3% | +344.0% | +186.9% |
| 5Y | -12.1% | +13.2% | -25.3% | -38.9% |
| All | -50.2% | +38.5% | -88.7% | -66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling