+2,876.4%
FITB vs RRX
+3,925.9%
-1,049.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +2.8% | +4.3% | -1.5% | +0.8% |
| 30D | -4.5% | -8.0% | +3.5% | -0.8% |
| 3M | +5.7% | -22.0% | +27.7% | +15.7% |
| 6M | +17.1% | -11.9% | +29.0% | +18.5% |
| YTD | +18.3% | +17.1% | +1.2% | +2.9% |
| 1Y | +23.9% | +14.9% | +9.0% | +7.6% |
| 3Y | +131.1% | +6.9% | +124.2% | +94.1% |
| 5Y | +71.1% | +19.6% | +51.5% | +33.3% |
| 10Y | +283.9% | +215.9% | +67.9% | +89.8% |
| All | +2,876.4% | +3,925.9% | -1,049.5% | +792.5% |
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 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