-10.4%
DOW vs RRX
+127.4%
-137.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -2.9% | +4.3% | -7.2% | -4.8% |
| 30D | +2.0% | -8.0% | +10.0% | +5.7% |
| 3M | -12.5% | -22.0% | +9.5% | -5.2% |
| 6M | -9.2% | -11.9% | +2.7% | -11.5% |
| YTD | +30.8% | +17.1% | +13.7% | +6.5% |
| 1Y | +29.4% | +14.9% | +14.5% | +6.1% |
| 3Y | -34.6% | +6.9% | -41.4% | -48.3% |
| 5Y | -35.9% | +19.6% | -55.5% | -56.8% |
| All | -10.4% | +127.4% | -137.9% | -67.2% |
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