+12.9%
ED vs RRX
+11.1%
+1.8%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.8% |
| 7D | -1.9% | -3.7% | +1.9% | -2.1% |
| 30D | +0.1% | -9.3% | +9.4% | -0.4% |
| 3M | 0.0% | -21.8% | +21.8% | -1.2% |
| 6M | -2.5% | -22.0% | +19.5% | -3.4% |
| YTD | +10.1% | +11.9% | -1.8% | +12.3% |
| All | +12.9% | +11.1% | +1.8% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling