+14,834.6%
MO vs RRX
+3,748.6%
+11,086.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.3% | +1.6% |
| 7D | -1.0% | -3.7% | +2.7% | -0.6% |
| 30D | +5.8% | -9.3% | +15.1% | +6.9% |
| 3M | -4.5% | -21.8% | +17.3% | -2.5% |
| 6M | +5.7% | -22.0% | +27.7% | +7.4% |
| YTD | +23.1% | +11.9% | +11.2% | +18.8% |
| 1Y | +10.9% | +11.6% | -0.7% | +6.7% |
| 3Y | +96.1% | +2.2% | +94.0% | +85.5% |
| 5Y | +100.1% | +14.9% | +85.2% | +83.1% |
| 10Y | +114.0% | +214.2% | -100.3% | +66.9% |
| All | +14,834.6% | +3,748.6% | +11,086.0% | +9,110.4% |
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 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