+507.9%
F vs RRX
+4,334.9%
-3,827.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | +1.0% | 0.0% | +0.9% | +0.6% |
| 30D | +2.1% | +9.0% | -6.9% | -2.4% |
| 3M | -10.3% | +4.0% | -14.3% | -12.8% |
| 6M | +3.3% | -15.7% | +19.0% | +6.5% |
| YTD | -2.0% | +29.0% | -31.0% | -16.7% |
| 1Y | -2.3% | +35.2% | -37.5% | -18.8% |
| 3Y | +49.9% | +67.7% | -17.8% | +9.5% |
| 5Y | -12.5% | +14.9% | -27.4% | -26.9% |
| 10Y | +74.3% | +216.8% | -142.6% | -3.2% |
| All | +507.9% | +4,334.9% | -3,827.1% | +93.8% |
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 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