+65.9%
EW vs RRX
+64.5%
+1.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.5% |
| 7D | +4.9% | +4.3% | +0.6% | +4.5% |
| 30D | +23.9% | +12.3% | +11.6% | +22.6% |
| 3M | +15.8% | +3.7% | +12.1% | +15.2% |
| 6M | +31.7% | -13.9% | +45.6% | +32.3% |
| YTD | +25.7% | +26.5% | -0.8% | +21.1% |
| 1Y | +24.4% | +29.3% | -4.9% | +19.5% |
| 3Y | +65.9% | +65.6% | +0.3% | +43.8% |
| All | +65.9% | +64.5% | +1.4% | +43.8% |
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