-15.1%
F vs RRX
+15.1%
-30.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.9% | -6.3% | -1.9% |
| 7D | -0.6% | +12.3% | -13.0% | -5.7% |
| 30D | +2.9% | +9.5% | -6.7% | -1.7% |
| 3M | -9.5% | +1.8% | -11.3% | -11.2% |
| 6M | +4.0% | -15.3% | +19.4% | +7.3% |
| YTD | -1.3% | +29.6% | -30.9% | -18.4% |
| 1Y | -1.9% | +34.1% | -36.0% | -20.6% |
| 3Y | +53.5% | +74.0% | -20.5% | +0.4% |
| 5Y | -15.1% | +14.7% | -29.8% | -28.1% |
| All | -15.1% | +15.1% | -30.3% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling