-70.8%
FIS vs RRX
+9.8%
-80.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.4% | +4.5% |
| 7D | +2.8% | +4.3% | -1.5% | +2.1% |
| 30D | -16.7% | +12.3% | -29.0% | -18.5% |
| 3M | -32.3% | +3.7% | -35.9% | -32.9% |
| 6M | -29.1% | -13.9% | -15.1% | -28.4% |
| YTD | -54.1% | +26.5% | -80.6% | -59.0% |
| 1Y | -53.7% | +29.3% | -83.0% | -58.9% |
| 3Y | -38.8% | +65.6% | -104.4% | -53.8% |
| All | -70.8% | +9.8% | -80.6% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling