-8.8%
IR vs RRX
+9.8%
-18.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | 0.0% |
| 7D | -3.1% | -3.7% | +0.7% | -1.7% |
| 30D | -14.0% | -9.3% | -4.7% | -11.0% |
| 3M | +3.7% | -21.8% | +25.5% | +10.9% |
| 6M | -15.4% | -22.0% | +6.6% | -10.7% |
| YTD | -7.7% | +11.9% | -19.6% | -16.8% |
| 1Y | -8.8% | +11.6% | -20.4% | -18.2% |
| All | -8.8% | +9.8% | -18.7% | -18.2% |
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