-69.0%
EL vs RRX
+14.8%
-83.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.7% |
| 7D | -4.4% | -3.7% | -0.6% | -3.2% |
| 30D | +10.3% | -9.3% | +19.6% | +13.6% |
| 3M | +13.4% | -21.8% | +35.2% | +20.3% |
| 6M | +3.1% | -22.0% | +25.1% | +8.1% |
| YTD | -6.9% | +11.9% | -18.9% | -16.9% |
| 1Y | +11.9% | +11.6% | +0.3% | -0.7% |
| 3Y | -33.8% | +2.2% | -36.0% | -41.1% |
| 5Y | -69.0% | +14.9% | -83.8% | -74.0% |
| All | -69.0% | +14.8% | -83.7% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling