+6,034.5%
FIX vs RRX
+210.7%
+5,823.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.5% |
| 7D | +3.5% | -0.7% | +4.2% | +4.0% |
| 30D | -3.5% | -8.0% | +4.4% | +1.5% |
| 3M | -11.8% | -25.1% | +13.3% | +4.0% |
| 6M | +17.8% | -18.3% | +36.1% | +30.9% |
| YTD | +73.3% | +14.2% | +59.2% | +56.3% |
| 1Y | +128.1% | +13.0% | +115.1% | +105.6% |
| 3Y | +772.7% | +4.2% | +768.5% | +678.5% |
| 5Y | +2,166.4% | +17.9% | +2,148.6% | +1,662.2% |
| 10Y | +6,034.5% | +220.4% | +5,814.0% | +2,426.5% |
| All | +6,034.5% | +210.7% | +5,823.8% | +2,426.5% |
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 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