+11,573.1%
COST vs RRX
+3,824.6%
+7,748.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.3% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | -5.3% | -8.0% | +2.7% | -3.8% |
| 3M | -6.7% | -25.1% | +18.4% | -2.3% |
| 6M | -9.9% | -18.3% | +8.3% | -8.5% |
| YTD | +5.1% | +14.2% | -9.0% | -1.0% |
| 1Y | -7.3% | +13.0% | -20.3% | -13.1% |
| 3Y | +70.4% | +4.2% | +66.2% | +55.8% |
| 5Y | +104.4% | +17.9% | +86.5% | +78.5% |
| 10Y | +609.0% | +220.4% | +388.6% | +371.7% |
| All | +11,573.1% | +3,824.6% | +7,748.5% | +4,656.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling