+79.8%
ESI vs RRX
+1.6%
+78.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.6% |
| 7D | -2.3% | -3.7% | +1.4% | -0.5% |
| 30D | -9.0% | -9.3% | +0.3% | -4.8% |
| 3M | -13.3% | -21.8% | +8.5% | -3.6% |
| 6M | +5.3% | -22.0% | +27.3% | +16.4% |
| YTD | +37.6% | +11.9% | +25.7% | +28.6% |
| 1Y | +33.6% | +11.6% | +22.0% | +24.7% |
| All | +79.8% | +1.6% | +78.2% | +73.8% |
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