-8.2%
EW vs RRX
+9.8%
-18.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.6% |
| 7D | +4.9% | +4.3% | +0.6% | +4.2% |
| 30D | +23.9% | +12.3% | +11.6% | +21.4% |
| 3M | +15.8% | +3.7% | +12.1% | +14.6% |
| 6M | +31.7% | -13.9% | +45.6% | +32.9% |
| YTD | +25.7% | +26.5% | -0.8% | +17.0% |
| 1Y | +24.4% | +29.3% | -4.9% | +15.2% |
| 3Y | +65.9% | +65.6% | +0.3% | +34.9% |
| All | -8.2% | +9.8% | -18.0% | -14.6% |
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