+12,471.5%
FIX vs RRX
+940.9%
+11,530.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.8% |
| 7D | +6.0% | +3.4% | +2.6% | +4.2% |
| 30D | -7.2% | -11.1% | +3.9% | -1.4% |
| 3M | -15.9% | -23.7% | +7.9% | -3.7% |
| 6M | +12.7% | -22.0% | +34.7% | +27.1% |
| YTD | +72.8% | +16.5% | +56.3% | +57.3% |
| 1Y | +122.9% | +11.5% | +111.4% | +106.6% |
| 3Y | +774.3% | +1.5% | +772.8% | +711.3% |
| 5Y | +2,049.5% | +18.3% | +2,031.2% | +1,687.6% |
| 10Y | +5,821.5% | +209.8% | +5,611.7% | +2,928.3% |
| All | +12,471.5% | +940.9% | +11,530.6% | +3,777.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling