+45.6%
EXC vs RRX
+14.8%
+30.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.6% |
| 7D | -1.6% | -3.7% | +2.1% | -1.5% |
| 30D | -2.4% | -9.3% | +6.9% | -2.0% |
| 3M | -4.0% | -21.8% | +17.8% | -3.2% |
| 6M | -9.8% | -22.0% | +12.2% | -9.3% |
| YTD | +2.3% | +11.9% | -9.6% | +0.3% |
| 1Y | +3.8% | +11.6% | -7.8% | +1.6% |
| 3Y | +19.7% | +2.2% | +17.6% | +17.5% |
| 5Y | +45.6% | +14.9% | +30.7% | +33.7% |
| All | +45.6% | +14.8% | +30.8% | +33.7% |
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 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