+151.7%
HYG vs RRX
+375.3%
-223.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.5% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -0.7% | -6.1% | +5.4% | +0.1% |
| 3M | -0.2% | -23.1% | +22.9% | +2.8% |
| 6M | +1.4% | -19.5% | +21.0% | +3.2% |
| YTD | +1.5% | +16.1% | -14.6% | -2.5% |
| 1Y | +2.9% | +12.9% | -10.0% | -1.1% |
| 3Y | +25.6% | +7.9% | +17.7% | +18.3% |
| 5Y | +18.6% | +19.1% | -0.5% | +8.0% |
| 10Y | +55.7% | +225.8% | -170.1% | +15.3% |
| All | +151.7% | +375.3% | -223.6% | +58.4% |
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