+2,486.5%
EXC vs RRX
+4,247.4%
-1,760.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +1.7% |
| 7D | +1.4% | +4.3% | -3.0% | +0.6% |
| 30D | +8.6% | +12.3% | -3.8% | +6.0% |
| 3M | +2.4% | +3.7% | -1.3% | +1.1% |
| 6M | +6.5% | -13.9% | +20.4% | +7.4% |
| YTD | +9.0% | +26.5% | -17.4% | +1.5% |
| 1Y | +4.6% | +29.3% | -24.7% | -3.3% |
| 3Y | +33.5% | +65.6% | -32.1% | +13.2% |
| 5Y | +41.4% | +10.6% | +30.8% | +26.7% |
| 10Y | +204.3% | +202.9% | +1.4% | +118.6% |
| All | +2,486.5% | +4,247.4% | -1,760.9% | +1,393.7% |
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 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