-55.8%
FIG vs RRX
+14.9%
-70.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.3% |
| 7D | -16.3% | +3.4% | -19.8% | -15.7% |
| 30D | -14.3% | -11.1% | -3.2% | -16.1% |
| 3M | +7.2% | -23.7% | +30.9% | +2.6% |
| 6M | -18.6% | -22.0% | +3.4% | -22.3% |
| YTD | -35.5% | +16.5% | -51.9% | -48.5% |
| 1Y | -55.8% | +11.5% | -67.3% | -63.3% |
| All | -55.8% | +14.9% | -70.7% | -63.3% |
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