-28.7%
EW vs RRX
+17.0%
-45.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.2% |
| 7D | -5.1% | -0.7% | -4.4% | -5.0% |
| 30D | -6.4% | -8.0% | +1.6% | -5.2% |
| 3M | -1.6% | -25.1% | +23.5% | +2.1% |
| 6M | +2.3% | -18.3% | +20.6% | +3.7% |
| YTD | +1.1% | +14.2% | -13.1% | -3.9% |
| 1Y | +8.0% | +13.0% | -5.0% | +2.3% |
| 3Y | +16.3% | +4.2% | +12.2% | +8.7% |
| All | -28.7% | +17.0% | -45.7% | -36.6% |
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