+12.6%
COMP vs RRX
+13.4%
-0.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.9% | -3.5% |
| 7D | +4.1% | +4.3% | -0.2% | +2.6% |
| 30D | -14.5% | -8.0% | -6.5% | -12.2% |
| 3M | +41.8% | -22.0% | +63.8% | +50.4% |
| 6M | +23.6% | -11.9% | +35.5% | +24.6% |
| YTD | +1.7% | +17.1% | -15.4% | -2.4% |
| 1Y | +12.6% | +14.9% | -2.3% | +5.8% |
| All | +12.6% | +13.4% | -0.8% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling