+32.7%
ED vs RRX
+3.6%
+29.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.8% |
| 7D | -0.2% | -0.7% | +0.6% | -0.2% |
| 30D | +1.9% | -8.0% | +9.9% | +1.6% |
| 3M | +1.9% | -25.1% | +26.9% | +0.7% |
| 6M | -2.3% | -18.3% | +16.0% | -2.8% |
| YTD | +10.9% | +14.2% | -3.3% | +12.1% |
| 1Y | +14.5% | +13.0% | +1.5% | +15.8% |
| All | +32.7% | +3.6% | +29.1% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling