-21.3%
IT vs RRX
+14.9%
-36.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.6% |
| 7D | -6.0% | +3.4% | -9.5% | -5.5% |
| 30D | 0.0% | -11.1% | +11.1% | -1.6% |
| 3M | +13.1% | -23.7% | +36.8% | +9.9% |
| 6M | +11.7% | -22.0% | +33.7% | +9.4% |
| YTD | -26.1% | +16.5% | -42.6% | -31.0% |
| 1Y | -21.3% | +11.5% | -32.8% | -26.2% |
| All | -21.3% | +14.9% | -36.1% | -26.2% |
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