+5.2%
LOW vs RRX
+17.8%
-12.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.9% |
| 7D | -3.7% | -0.3% | -3.4% | -3.7% |
| 30D | -8.9% | -6.1% | -2.7% | -7.4% |
| 3M | -10.4% | -23.1% | +12.6% | -5.1% |
| 6M | -19.4% | -19.5% | +0.1% | -16.7% |
| YTD | -17.1% | +16.1% | -33.2% | -24.3% |
| 1Y | -26.3% | +12.9% | -39.2% | -32.7% |
| 3Y | -9.9% | +7.9% | -17.8% | -19.6% |
| All | +5.2% | +17.8% | -12.6% | -11.2% |
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