+3,644.4%
FIX vs RRX
+224.4%
+3,420.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -13.9% | 0.0% | -14.0% | -13.3% |
| 30D | -35.5% | +9.0% | -44.6% | -38.3% |
| 3M | -33.9% | +4.0% | -37.9% | -34.7% |
| 6M | -43.3% | -15.7% | -27.6% | -37.1% |
| YTD | +18.7% | +29.0% | -10.3% | +0.3% |
| 1Y | +13.8% | +35.2% | -21.5% | -6.7% |
| 3Y | +495.0% | +67.7% | +427.2% | +304.8% |
| 5Y | +1,049.0% | +14.9% | +1,034.1% | +833.2% |
| 10Y | +3,644.4% | +216.8% | +3,427.6% | +1,309.2% |
| All | +3,644.4% | +224.4% | +3,420.1% | +1,309.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling