-25.6%
FIS vs RRX
+1.6%
-27.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.3% |
| 7D | -8.9% | -3.7% | -5.1% | -8.7% |
| 30D | -9.9% | -9.3% | -0.6% | -9.3% |
| 3M | 0.0% | -21.8% | +21.8% | +1.2% |
| 6M | -22.9% | -22.0% | -0.9% | -22.6% |
| YTD | -40.9% | +11.9% | -52.8% | -44.2% |
| 1Y | -40.4% | +11.6% | -52.0% | -44.0% |
| All | -25.6% | +1.6% | -27.2% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling