+615.0%
F vs RRX
+3,904.5%
-3,289.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +5.3% | +3.4% | +1.9% | +3.9% |
| 30D | +4.6% | -11.1% | +15.7% | +9.5% |
| 3M | -3.7% | -23.7% | +20.1% | +5.0% |
| 6M | +16.8% | -22.0% | +38.8% | +24.3% |
| YTD | +15.3% | +16.5% | -1.2% | +3.4% |
| 1Y | +31.0% | +11.5% | +19.5% | +18.7% |
| 3Y | +45.4% | +1.5% | +43.9% | +30.0% |
| 5Y | +54.7% | +18.3% | +36.4% | +29.2% |
| 10Y | +98.2% | +209.8% | -111.6% | +12.8% |
| All | +615.0% | +3,904.5% | -3,289.5% | +140.5% |
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