+124.0%
EW vs RRX
+216.7%
-92.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.1% |
| 7D | -3.4% | -3.7% | +0.4% | -2.5% |
| 30D | -7.4% | -9.3% | +1.9% | -5.3% |
| 3M | +0.9% | -21.8% | +22.7% | +5.6% |
| 6M | +1.2% | -22.0% | +23.2% | +4.7% |
| YTD | +1.8% | +11.9% | -10.2% | -5.1% |
| 1Y | +10.8% | +11.6% | -0.8% | +2.7% |
| 3Y | +17.1% | +2.2% | +15.0% | +5.1% |
| 5Y | -28.2% | +14.9% | -43.1% | -40.3% |
| All | +124.0% | +216.7% | -92.7% | +28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling