+42.6%
LLY vs RRX
-16.4%
+58.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +0.8% |
| 7D | +6.6% | +4.3% | +2.3% | +7.3% |
| 30D | +19.4% | +12.3% | +7.1% | +22.3% |
| 3M | +19.6% | +3.7% | +15.9% | +20.6% |
| 6M | +42.6% | -13.9% | +56.5% | +38.4% |
| All | +42.6% | -16.4% | +58.9% | +38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling