+2,105.4%
FIX vs RRX
+18.4%
+2,087.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| 3M | -15.9% | -23.7% | +7.9% | -3.5% |
| 6M | +12.7% | -22.0% | +34.7% | +27.0% |
| YTD | +72.8% | +16.5% | +56.3% | +58.2% |
| 1Y | +122.9% | +11.5% | +111.4% | +107.7% |
| 3Y | +774.3% | +1.5% | +772.8% | +723.8% |
| All | +2,105.4% | +18.4% | +2,087.1% | +1,784.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling