+2,337.5%
D vs RRX
+4,247.4%
-1,910.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | -1.4% | +4.3% | -5.7% | -2.0% |
| 30D | +7.7% | +12.3% | -4.6% | +5.7% |
| 3M | -0.3% | +3.7% | -3.9% | -1.3% |
| 6M | +10.1% | -13.9% | +24.0% | +10.8% |
| YTD | +19.1% | +26.5% | -7.4% | +12.7% |
| 1Y | +15.9% | +29.3% | -13.4% | +9.2% |
| 3Y | +75.0% | +65.6% | +9.4% | +55.0% |
| 5Y | +13.4% | +10.6% | +2.7% | +4.6% |
| 10Y | +47.5% | +202.9% | -155.4% | +13.8% |
| All | +2,337.5% | +4,247.4% | -1,910.0% | +1,486.2% |
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 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