+7.0%
IDXX vs RRC
+29.5%
-22.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -5.7% | -1.8% | -3.9% | -5.5% |
| 30D | -11.5% | +2.7% | -14.2% | -11.9% |
| 3M | -9.5% | +8.8% | -18.4% | -10.8% |
| 6M | -16.0% | -1.2% | -14.8% | -16.2% |
| YTD | -25.4% | +17.6% | -43.0% | -28.0% |
| 1Y | -21.8% | +18.4% | -40.2% | -25.0% |
| 3Y | +7.0% | +33.1% | -26.0% | +0.1% |
| All | +7.0% | +29.5% | -22.4% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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