-3.3%
F vs RRX
+34.7%
-38.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | +1.0% | 0.0% | +0.9% | +0.9% |
| 30D | +2.1% | +9.0% | -6.9% | +0.3% |
| 3M | -10.3% | +4.0% | -14.3% | -11.2% |
| 6M | +3.3% | -15.7% | +19.0% | +5.4% |
| YTD | -2.0% | +29.0% | -31.0% | -14.3% |
| All | -3.3% | +34.7% | -38.0% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling