+6,206.9%
EW vs RRX
+1,282.1%
+4,924.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.1% | -3.7% |
| 7D | -4.4% | +4.3% | -8.7% | -5.4% |
| 30D | -3.3% | -8.0% | +4.7% | -1.5% |
| 3M | +1.0% | -22.0% | +23.0% | +5.7% |
| 6M | +6.2% | -11.9% | +18.1% | +6.8% |
| YTD | +1.7% | +17.1% | -15.4% | -5.2% |
| 1Y | +8.1% | +14.9% | -6.8% | +0.6% |
| 3Y | +17.1% | +6.9% | +10.2% | +5.5% |
| 5Y | -29.4% | +19.6% | -48.9% | -39.4% |
| 10Y | +121.7% | +215.9% | -94.2% | +43.2% |
| All | +6,206.9% | +1,282.1% | +4,924.8% | +2,532.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling