+37.3%
IR vs RRX
+16.5%
+20.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.0% |
| 7D | -1.9% | -0.7% | -1.2% | -1.6% |
| 30D | -15.0% | -8.0% | -7.1% | -12.0% |
| 3M | -0.4% | -25.1% | +24.6% | +10.6% |
| 6M | -15.0% | -18.3% | +3.2% | -10.2% |
| YTD | -7.1% | +14.2% | -21.2% | -16.4% |
| 1Y | -7.5% | +13.0% | -20.6% | -17.0% |
| 3Y | +6.3% | +4.2% | +2.1% | -3.8% |
| 5Y | +37.3% | +17.9% | +19.5% | +15.3% |
| All | +37.3% | +16.5% | +20.8% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling