+8,933.7%
ITW vs RRX
+3,748.6%
+5,185.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | -2.4% | -3.7% | +1.4% | -1.2% |
| 30D | -9.5% | -9.3% | -0.2% | -6.7% |
| 3M | +6.6% | -21.8% | +28.4% | +13.8% |
| 6M | -1.8% | -22.0% | +20.3% | +3.7% |
| YTD | +9.0% | +11.9% | -2.9% | +1.0% |
| 1Y | +3.6% | +11.6% | -8.0% | -4.7% |
| 3Y | +19.4% | +2.2% | +17.3% | +7.5% |
| 5Y | +36.4% | +14.9% | +21.5% | +15.3% |
| 10Y | +190.0% | +214.2% | -24.3% | +72.5% |
| All | +8,933.7% | +3,748.6% | +5,185.1% | +3,394.1% |
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