+22.6%
FITB vs RRX
+14.9%
+7.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +0.6% | +3.4% | -2.8% | 0.0% |
| 30D | -4.7% | -11.1% | +6.4% | -2.7% |
| 3M | +6.7% | -23.7% | +30.4% | +11.0% |
| 6M | +12.6% | -22.0% | +34.5% | +15.3% |
| YTD | +19.1% | +16.5% | +2.6% | +8.6% |
| 1Y | +22.6% | +11.5% | +11.1% | +11.6% |
| All | +22.6% | +14.9% | +7.7% | +11.6% |
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