+764.4%
FIX vs RRX
+4.3%
+760.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.8% |
| 7D | +6.0% | +3.4% | +2.6% | +4.1% |
| 30D | -7.2% | -11.1% | +3.9% | -1.1% |
| 3M | -15.9% | -23.7% | +7.9% | -3.3% |
| 6M | +12.7% | -22.0% | +34.7% | +27.2% |
| YTD | +72.8% | +16.5% | +56.3% | +58.4% |
| 1Y | +122.9% | +11.5% | +111.4% | +108.0% |
| All | +764.4% | +4.3% | +760.1% | +706.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling