+13.8%
MSCI vs RRX
+36.1%
-22.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.6% |
| 7D | -0.7% | +12.6% | -13.3% | +0.2% |
| 30D | +16.2% | +10.6% | +5.6% | +17.3% |
| 3M | +16.1% | +4.6% | +11.5% | +16.8% |
| 6M | +12.9% | -13.6% | +26.5% | +12.2% |
| YTD | +14.8% | +29.4% | -14.6% | +9.2% |
| 1Y | +13.8% | +31.9% | -18.1% | +7.8% |
| All | +13.8% | +36.1% | -22.3% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling