+5,589.7%
IT vs RRX
+2,740.2%
+2,849.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.5% | -8.0% | -7.6% |
| 7D | -9.1% | +4.3% | -13.4% | -10.5% |
| 30D | -7.0% | -8.0% | +1.0% | -4.5% |
| 3M | +7.6% | -22.0% | +29.6% | +14.0% |
| 6M | +2.1% | -11.9% | +14.0% | +0.4% |
| YTD | -31.6% | +17.1% | -48.7% | -40.7% |
| 1Y | -29.9% | +14.9% | -44.8% | -39.3% |
| 3Y | -51.3% | +6.9% | -58.2% | -59.1% |
| 5Y | -44.8% | +19.6% | -64.3% | -56.8% |
| 10Y | +91.4% | +215.9% | -124.6% | -3.7% |
| All | +5,589.7% | +2,740.2% | +2,849.5% | +1,288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling