-41.9%
IT vs RRX
+17.8%
-59.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.7% | +1.6% | +4.5% |
| 7D | -3.7% | -0.3% | -3.3% | -3.6% |
| 30D | +0.1% | -6.1% | +6.2% | +1.2% |
| 3M | +20.7% | -23.1% | +43.7% | +25.2% |
| 6M | +12.0% | -19.5% | +31.5% | +12.6% |
| YTD | -28.8% | +16.1% | -44.9% | -37.3% |
| 1Y | -25.5% | +12.9% | -38.4% | -34.3% |
| 3Y | -48.8% | +7.9% | -56.7% | -56.2% |
| All | -41.9% | +17.8% | -59.8% | -52.0% |
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