+2,502.2%
ED vs RRX
+4,247.4%
-1,745.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.6% |
| 7D | +2.1% | +4.3% | -2.3% | +1.6% |
| 30D | +10.4% | +12.3% | -1.9% | +9.0% |
| 3M | +12.5% | +3.7% | +8.9% | +11.8% |
| 6M | +14.9% | -13.9% | +28.8% | +15.4% |
| YTD | +24.8% | +26.5% | -1.6% | +20.0% |
| 1Y | +23.8% | +29.3% | -5.5% | +18.6% |
| 3Y | +51.6% | +65.6% | -13.9% | +38.2% |
| 5Y | +86.4% | +10.6% | +75.8% | +75.2% |
| 10Y | +145.4% | +202.9% | -57.4% | +99.9% |
| All | +2,502.2% | +4,247.4% | -1,745.2% | +1,648.7% |
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 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