+35.5%
D vs RRX
+216.7%
-181.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.2% |
| 7D | -1.6% | -3.7% | +2.1% | -1.1% |
| 30D | -3.5% | -9.3% | +5.8% | -2.2% |
| 3M | -1.6% | -21.8% | +20.2% | +1.1% |
| 6M | +5.8% | -22.0% | +27.8% | +7.9% |
| YTD | +14.5% | +11.9% | +2.5% | +9.8% |
| 1Y | +14.2% | +11.6% | +2.5% | +9.1% |
| 3Y | +59.0% | +2.2% | +56.8% | +49.1% |
| 5Y | +5.4% | +14.9% | -9.5% | -6.2% |
| All | +35.5% | +216.7% | -181.2% | -9.2% |
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