+6,127.5%
EFX vs RRX
+3,824.6%
+2,303.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -1.3% |
| 7D | -9.4% | -0.7% | -8.7% | -9.2% |
| 30D | -6.9% | -8.0% | +1.1% | -4.8% |
| 3M | +0.1% | -25.1% | +25.2% | +6.6% |
| 6M | -17.3% | -18.3% | +0.9% | -15.5% |
| YTD | -21.8% | +14.2% | -36.0% | -28.5% |
| 1Y | -32.5% | +13.0% | -45.6% | -38.5% |
| 3Y | -12.3% | +4.2% | -16.5% | -20.9% |
| 5Y | -36.6% | +17.9% | -54.5% | -45.6% |
| 10Y | +41.0% | +220.4% | -179.4% | -13.3% |
| All | +6,127.5% | +3,824.6% | +2,303.0% | +2,405.5% |
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