+11.5%
MSCI vs RRX
+3.5%
+8.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +0.4% | +3.4% | -3.1% | +0.1% |
| 30D | +0.6% | -11.1% | +11.7% | +1.6% |
| 3M | -7.1% | -23.7% | +16.6% | -5.4% |
| 6M | +0.8% | -22.0% | +22.8% | +1.6% |
| YTD | +1.0% | +16.5% | -15.5% | -5.7% |
| 1Y | +4.3% | +11.5% | -7.2% | -2.3% |
| All | +11.5% | +3.5% | +8.0% | +10.7% |
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