+2,785.5%
MSCI vs RRX
+398.6%
+2,386.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +2.7% | 0.0% | +2.7% | +2.2% |
| 30D | +16.2% | +9.0% | +7.2% | +11.0% |
| 3M | +17.1% | +4.0% | +13.1% | +13.4% |
| 6M | +13.0% | -15.7% | +28.7% | +15.1% |
| YTD | +15.8% | +29.0% | -13.2% | -6.0% |
| 1Y | +15.5% | +35.2% | -19.8% | -8.8% |
| 3Y | +32.3% | +67.7% | -35.4% | -14.2% |
| 5Y | +8.2% | +14.9% | -6.7% | -18.5% |
| 10Y | +800.7% | +216.8% | +583.9% | +263.7% |
| All | +2,785.5% | +398.6% | +2,386.8% | +566.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling