-12.1%
DOW vs RRX
+125.4%
-137.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.7% | -3.8% |
| 7D | -1.4% | -0.3% | -1.0% | -1.3% |
| 30D | -3.9% | -6.1% | +2.2% | -1.3% |
| 3M | -12.7% | -23.1% | +10.4% | -4.5% |
| 6M | -13.7% | -19.5% | +5.8% | -11.6% |
| YTD | +28.4% | +16.1% | +12.3% | +4.9% |
| 1Y | +21.8% | +12.9% | +8.8% | +0.5% |
| 3Y | -35.7% | +7.9% | -43.6% | -49.7% |
| 5Y | -36.8% | +19.1% | -55.9% | -57.5% |
| All | -12.1% | +125.4% | -137.5% | -67.7% |
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