+3,553.2%
FIX vs RRX
+200.5%
+3,352.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | 0.0% |
| 7D | +9.4% | +4.3% | +5.1% | +6.8% |
| 30D | -27.8% | +12.3% | -40.1% | -32.0% |
| 3M | -35.6% | +3.7% | -39.2% | -36.2% |
| 6M | -45.2% | -13.9% | -31.3% | -39.9% |
| YTD | +19.5% | +26.5% | -7.0% | +2.3% |
| 1Y | +24.2% | +29.3% | -5.1% | +4.7% |
| 3Y | +494.2% | +65.6% | +428.6% | +307.8% |
| 5Y | +1,036.1% | +10.6% | +1,025.5% | +846.5% |
| All | +3,553.2% | +200.5% | +3,352.7% | +1,321.5% |
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