+631.0%
MSCI vs RRX
+210.7%
+420.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.3% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | -1.2% | -8.0% | +6.8% | +1.2% |
| 3M | -8.4% | -25.1% | +16.7% | -2.3% |
| 6M | -1.0% | -18.3% | +17.2% | +0.5% |
| YTD | -2.3% | +14.2% | -16.4% | -13.5% |
| 1Y | -1.2% | +13.0% | -14.2% | -13.2% |
| 3Y | +7.9% | +4.2% | +3.7% | -8.6% |
| 5Y | -10.1% | +17.9% | -27.9% | -30.1% |
| 10Y | +631.0% | +220.4% | +410.5% | +238.3% |
| All | +631.0% | +210.7% | +420.3% | +238.3% |
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