+376.5%
FIS vs RRX
+1,104.4%
-727.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +1.1% | +3.4% | -2.4% | 0.0% |
| 30D | -2.2% | -11.1% | +8.9% | +1.4% |
| 3M | +2.1% | -23.7% | +25.9% | +9.2% |
| 6M | -14.7% | -22.0% | +7.3% | -11.8% |
| YTD | -35.7% | +16.5% | -52.2% | -42.9% |
| 1Y | -37.1% | +11.5% | -48.6% | -43.8% |
| 3Y | -20.0% | +1.5% | -21.5% | -30.7% |
| 5Y | -62.1% | +18.3% | -80.4% | -69.8% |
| 10Y | -37.4% | +209.8% | -247.2% | -67.6% |
| All | +376.5% | +1,104.4% | -727.9% | +28.9% |
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 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