+2,340.5%
EXC vs RRX
+3,904.5%
-1,564.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +0.3% | +3.4% | -3.2% | -0.3% |
| 30D | -3.7% | -11.1% | +7.4% | -1.8% |
| 3M | -1.3% | -23.7% | +22.4% | +2.3% |
| 6M | -9.7% | -22.0% | +12.3% | -7.6% |
| YTD | +2.9% | +16.5% | -13.6% | -2.4% |
| 1Y | +4.4% | +11.5% | -7.1% | -0.7% |
| 3Y | +22.2% | +1.5% | +20.7% | +13.9% |
| 5Y | +46.7% | +18.3% | +28.4% | +30.0% |
| 10Y | +155.3% | +209.8% | -54.5% | +83.6% |
| All | +2,340.5% | +3,904.5% | -1,564.0% | +1,337.3% |
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