-36.6%
MOH vs RRX
+5.4%
-41.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.9% |
| 7D | +1.7% | -0.3% | +2.1% | +1.7% |
| 30D | -0.9% | -6.1% | +5.2% | -0.7% |
| 3M | +5.7% | -23.1% | +28.8% | +6.2% |
| 6M | +39.1% | -19.5% | +58.7% | +39.4% |
| YTD | +17.7% | +16.1% | +1.6% | +14.7% |
| 1Y | +8.4% | +12.9% | -4.5% | +5.6% |
| 3Y | -36.6% | +7.9% | -44.5% | -36.1% |
| All | -36.6% | +5.4% | -41.9% | -36.1% |
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