+25.6%
HYG vs RRX
+5.4%
+20.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.2% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -0.7% | -6.1% | +5.4% | -0.4% |
| 3M | -0.2% | -23.1% | +22.9% | +1.0% |
| 6M | +1.4% | -19.5% | +21.0% | +2.1% |
| YTD | +1.5% | +16.1% | -14.6% | -0.3% |
| 1Y | +2.9% | +12.9% | -10.0% | +1.1% |
| 3Y | +25.6% | +7.9% | +17.7% | +23.3% |
| All | +25.6% | +5.4% | +20.3% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling