+69.4%
F vs RRX
+217.6%
-148.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | +1.0% | 0.0% | +0.9% | +0.5% |
| 30D | +2.1% | +9.0% | -6.9% | -3.2% |
| 3M | -10.3% | +4.0% | -14.3% | -13.3% |
| 6M | +3.3% | -15.7% | +19.0% | +7.0% |
| YTD | -2.0% | +29.0% | -31.0% | -21.2% |
| 1Y | -2.3% | +35.2% | -37.5% | -23.8% |
| 3Y | +49.9% | +67.7% | -17.8% | -4.4% |
| 5Y | -12.5% | +14.9% | -27.4% | -33.0% |
| All | +69.4% | +217.6% | -148.1% | -34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling