+2,439.3%
MAR vs RRX
+727.4%
+1,712.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -1.7% | +4.3% | -6.0% | -3.5% |
| 30D | -6.9% | -8.0% | +1.1% | -3.6% |
| 3M | -15.8% | -22.0% | +6.2% | -9.0% |
| 6M | +1.9% | -11.9% | +13.8% | +2.5% |
| YTD | +6.6% | +17.1% | -10.5% | -6.7% |
| 1Y | +23.7% | +14.9% | +8.8% | +7.9% |
| 3Y | +64.6% | +6.9% | +57.7% | +39.0% |
| 5Y | +156.4% | +19.6% | +136.8% | +99.1% |
| 10Y | +415.4% | +215.9% | +199.4% | +148.9% |
| All | +2,439.3% | +727.4% | +1,712.0% | +643.5% |
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