+15.5%
GE vs RRX
+15.2%
+0.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.8% | -1.1% |
| 7D | -4.0% | -0.3% | -3.6% | -3.9% |
| 30D | -11.4% | -6.1% | -5.3% | -10.0% |
| 3M | -2.6% | -23.1% | +20.4% | +2.4% |
| 6M | -0.3% | -19.5% | +19.2% | +2.0% |
| YTD | +5.4% | +16.1% | -10.7% | -0.3% |
| 1Y | +15.5% | +12.9% | +2.6% | +10.1% |
| All | +15.5% | +15.2% | +0.4% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling