+34.1%
FITB vs RRX
+30.0%
+4.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +2.0% |
| 7D | +2.3% | +7.6% | -5.3% | +0.9% |
| 30D | +7.7% | +7.5% | +0.2% | +6.1% |
| 3M | -4.5% | -21.0% | +16.5% | -1.0% |
| 6M | +12.5% | -18.1% | +30.6% | +14.6% |
| YTD | +19.8% | +24.3% | -4.5% | +6.8% |
| 1Y | +34.1% | +29.3% | +4.8% | +18.7% |
| All | +34.1% | +30.0% | +4.1% | +18.7% |
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