-31.9%
EL vs RRX
+3.6%
-35.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.2% |
| 7D | -2.4% | -0.7% | -1.6% | -2.2% |
| 30D | +13.7% | -8.0% | +21.6% | +16.0% |
| 3M | +14.5% | -25.1% | +39.5% | +21.5% |
| 6M | +7.4% | -18.3% | +25.7% | +10.1% |
| YTD | -4.7% | +14.2% | -18.9% | -14.0% |
| 1Y | +12.9% | +13.0% | -0.1% | +1.6% |
| All | -31.9% | +3.6% | -35.5% | -33.9% |
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