-37.1%
DOW vs RRX
+17.8%
-55.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.7% | -3.2% |
| 7D | -1.4% | -0.3% | -1.0% | -1.4% |
| 30D | -3.9% | -6.1% | +2.2% | -2.2% |
| 3M | -12.7% | -23.1% | +10.4% | -7.3% |
| 6M | -13.7% | -19.5% | +5.8% | -12.1% |
| YTD | +28.4% | +16.1% | +12.3% | +10.7% |
| 1Y | +21.8% | +12.9% | +8.8% | +6.0% |
| 3Y | -35.7% | +7.9% | -43.6% | -45.6% |
| All | -37.1% | +17.8% | -55.0% | -50.4% |
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