+948.1%
FIX vs RRX
+6.5%
+941.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.5% | 0.0% | +2.4% |
| 7D | -17.5% | +7.5% | -25.0% | -20.3% |
| 30D | -41.6% | +3.0% | -44.6% | -42.0% |
| 3M | -40.6% | -5.3% | -35.2% | -38.2% |
| 6M | -49.4% | -26.6% | -22.7% | -40.5% |
| YTD | +9.2% | +21.2% | -12.0% | -1.3% |
| 1Y | +6.5% | +25.9% | -19.5% | -5.8% |
| 3Y | +448.7% | +71.7% | +377.0% | +309.2% |
| All | +948.1% | +6.5% | +941.6% | +836.6% |
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