+2,228.5%
ED vs RRX
+3,925.9%
-1,697.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +0.5% | +4.3% | -3.8% | +0.1% |
| 30D | +1.1% | -8.0% | +9.1% | +1.8% |
| 3M | +4.6% | -22.0% | +26.7% | +6.5% |
| 6M | -2.0% | -11.9% | +9.9% | -1.8% |
| YTD | +11.7% | +17.1% | -5.4% | +8.5% |
| 1Y | +15.7% | +14.9% | +0.8% | +12.3% |
| 3Y | +34.4% | +6.9% | +27.5% | +28.5% |
| 5Y | +67.3% | +19.6% | +47.8% | +55.9% |
| 10Y | +104.0% | +215.9% | -111.9% | +65.7% |
| All | +2,228.5% | +3,925.9% | -1,697.4% | +1,480.6% |
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