-11.4%
MSCI vs RRX
+19.7%
-31.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -3.9% |
| 7D | -2.1% | +4.3% | -6.4% | -2.9% |
| 30D | -1.7% | -8.0% | +6.3% | -0.1% |
| 3M | -8.2% | -22.0% | +13.8% | -4.8% |
| 6M | -2.4% | -11.9% | +9.5% | -3.6% |
| YTD | -2.8% | +17.1% | -19.9% | -13.0% |
| 1Y | -2.7% | +14.9% | -17.5% | -13.2% |
| 3Y | +7.3% | +6.9% | +0.4% | -6.5% |
| 5Y | -11.4% | +19.6% | -31.0% | -27.4% |
| All | -11.4% | +19.7% | -31.1% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling