+423.6%
COMP vs RRX
+64.5%
+359.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.7% |
| 7D | 0.0% | +4.3% | -4.3% | -1.8% |
| 30D | +16.6% | +12.3% | +4.2% | +10.3% |
| 3M | -23.5% | +3.7% | -27.2% | -25.4% |
| 6M | +25.7% | -13.9% | +39.7% | +29.0% |
| YTD | -3.4% | +26.5% | -29.9% | -18.3% |
| 1Y | +7.6% | +29.3% | -21.7% | -10.3% |
| 3Y | +423.6% | +65.6% | +358.0% | +182.6% |
| All | +423.6% | +64.5% | +359.1% | +182.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling