-8.8%
IT vs RRX
+30.0%
-38.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +0.5% |
| 7D | -5.5% | +7.6% | -13.1% | -3.0% |
| 30D | +10.3% | +7.5% | +2.8% | +13.7% |
| 3M | +11.5% | -21.0% | +32.5% | +8.7% |
| 6M | +40.3% | -18.1% | +58.4% | +39.3% |
| YTD | -17.9% | +24.3% | -42.2% | -18.7% |
| 1Y | -8.8% | +29.3% | -38.1% | -11.8% |
| All | -8.8% | +30.0% | -38.8% | -11.8% |
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