-79.9%
FIG vs RRX
+7.4%
-87.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +5.4% |
| 7D | -3.8% | -0.3% | -3.5% | -3.9% |
| 30D | -2.3% | -6.1% | +3.8% | -3.3% |
| 3M | +20.0% | -23.1% | +43.0% | +15.3% |
| 6M | -16.7% | -19.5% | +2.9% | -20.7% |
| YTD | -37.9% | +16.1% | -54.0% | -48.8% |
| 1Y | -58.5% | +12.9% | -71.5% | -65.7% |
| All | -79.9% | +7.4% | -87.3% | -82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling