+34,456.9%
LOW vs RRX
+3,824.6%
+30,632.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.3% |
| 7D | -0.6% | -0.7% | +0.1% | -0.4% |
| 30D | -9.3% | -8.0% | -1.3% | -6.9% |
| 3M | -8.1% | -25.1% | +17.0% | -0.9% |
| 6M | -19.8% | -18.3% | -1.5% | -16.8% |
| YTD | -16.4% | +14.2% | -30.5% | -23.0% |
| 1Y | -24.7% | +13.0% | -37.7% | -31.0% |
| 3Y | -8.8% | +4.2% | -13.0% | -18.2% |
| 5Y | +7.8% | +17.9% | -10.1% | -9.1% |
| 10Y | +233.8% | +220.4% | +13.4% | +98.2% |
| All | +34,456.9% | +3,824.6% | +30,632.3% | +11,750.8% |
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