+834.9%
MSCI vs RRX
+207.5%
+627.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -0.7% | +12.6% | -13.3% | -4.2% |
| 30D | +16.2% | +10.6% | +5.6% | +12.0% |
| 3M | +16.1% | +4.6% | +11.5% | +13.4% |
| 6M | +12.9% | -13.6% | +26.5% | +13.9% |
| YTD | +14.8% | +29.4% | -14.6% | -3.0% |
| 1Y | +13.8% | +31.9% | -18.1% | -4.9% |
| 3Y | +31.2% | +68.3% | -37.0% | -9.0% |
| 5Y | +5.6% | +13.2% | -7.7% | -15.4% |
| All | +834.9% | +207.5% | +627.5% | +351.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling