+381.6%
COMP vs RRX
+63.4%
+318.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.5% | +5.3% | +8.4% |
| 7D | +13.4% | +7.5% | +5.9% | +9.7% |
| 30D | +11.1% | +3.0% | +8.1% | +8.9% |
| 3M | -18.8% | -5.3% | -13.5% | -17.7% |
| 6M | +10.5% | -26.6% | +37.1% | +22.1% |
| YTD | -3.4% | +21.2% | -24.6% | -16.7% |
| 1Y | +19.7% | +25.9% | -6.2% | +0.8% |
| 3Y | +381.6% | +71.7% | +309.9% | +125.3% |
| All | +381.6% | +63.4% | +318.2% | +125.3% |
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