+86.4%
F vs RRX
+228.4%
-142.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.0% | -1.1% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | +1.0% | -6.1% | +7.1% | +4.0% |
| 3M | -4.0% | -23.1% | +19.0% | +5.8% |
| 6M | +18.1% | -19.5% | +37.6% | +24.7% |
| YTD | +10.2% | +16.1% | -5.9% | -5.5% |
| 1Y | +24.3% | +12.9% | +11.4% | +7.1% |
| 3Y | +38.1% | +7.9% | +30.1% | +12.8% |
| 5Y | +50.2% | +19.1% | +31.1% | +12.5% |
| All | +86.4% | +228.4% | -142.0% | -25.2% |
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