+13.5%
D vs RRX
+16.1%
-2.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.5% |
| 7D | -2.4% | +5.4% | -7.8% | -2.8% |
| 30D | +9.0% | +12.0% | -3.0% | +8.1% |
| 3M | +1.0% | +6.1% | -5.2% | +0.4% |
| 6M | +11.0% | -13.2% | +24.2% | +11.6% |
| YTD | +19.8% | +31.0% | -11.2% | +15.5% |
| 1Y | +16.0% | +38.8% | -22.8% | +11.1% |
| 3Y | +74.4% | +70.3% | +4.1% | +58.2% |
| 5Y | +13.5% | +15.5% | -2.0% | +5.3% |
| All | +13.5% | +16.1% | -2.6% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling