+86.3%
FOXA vs RRX
+124.8%
-38.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.4% |
| 7D | -5.4% | -0.7% | -4.7% | -5.2% |
| 30D | +1.1% | -8.0% | +9.1% | +3.4% |
| 3M | -6.1% | -25.1% | +18.9% | -0.2% |
| 6M | +8.2% | -18.3% | +26.5% | +10.1% |
| YTD | -11.8% | +14.2% | -25.9% | -20.9% |
| 1Y | +9.9% | +13.0% | -3.1% | -2.1% |
| 3Y | +110.7% | +4.2% | +106.5% | +82.5% |
| 5Y | +86.9% | +17.9% | +69.1% | +46.4% |
| All | +86.3% | +124.8% | -38.6% | -9.2% |
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