+3.6%
GOOG vs RRX
+30.0%
-26.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.6% | +6.9% | +3.7% |
| 7D | -10.7% | +7.6% | -18.4% | -11.8% |
| 30D | -16.4% | +7.5% | -24.0% | -17.4% |
| 3M | -23.4% | -21.0% | -2.4% | -21.1% |
| 6M | -24.2% | -18.1% | -6.1% | -22.7% |
| YTD | -8.3% | +24.3% | -32.5% | -12.2% |
| 1Y | +3.6% | +29.3% | -25.7% | -1.2% |
| All | +3.6% | +30.0% | -26.4% | -1.2% |
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 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