+61.2%
D vs RRX
+6.3%
+55.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | +0.8% | +4.3% | -3.5% | +0.5% |
| 30D | -0.7% | -8.0% | +7.3% | -0.3% |
| 3M | +2.1% | -22.0% | +24.1% | +3.1% |
| 6M | +6.8% | -11.9% | +18.7% | +6.8% |
| YTD | +16.5% | +17.1% | -0.6% | +13.9% |
| 1Y | +19.2% | +14.9% | +4.3% | +16.4% |
| All | +61.2% | +6.3% | +55.0% | +53.5% |
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 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