-17.3%
EFX vs RRX
-12.9%
-4.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -2.3% |
| 7D | -9.4% | -0.7% | -8.7% | -9.4% |
| 30D | -6.9% | -8.0% | +1.1% | -7.5% |
| 3M | +0.1% | -25.1% | +25.2% | -1.8% |
| 6M | -17.3% | -18.3% | +0.9% | -20.7% |
| All | -17.3% | -12.9% | -4.5% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling