+65.8%
MAR vs RRX
+1.6%
+64.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -2.1% | -3.7% | +1.7% | -1.2% |
| 30D | -5.7% | -9.3% | +3.6% | -3.4% |
| 3M | -14.6% | -21.8% | +7.2% | -11.0% |
| 6M | +1.3% | -22.0% | +23.4% | +4.5% |
| YTD | +6.7% | +11.9% | -5.2% | -2.6% |
| 1Y | +26.4% | +11.6% | +14.8% | +14.6% |
| All | +65.8% | +1.6% | +64.2% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling