+29.4%
NDAQ vs RRX
+30.0%
-0.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +2.4% |
| 7D | +3.9% | +7.6% | -3.7% | +4.4% |
| 30D | +19.0% | +7.5% | +11.5% | +19.6% |
| 3M | +17.6% | -21.0% | +38.6% | +17.0% |
| 6M | +21.0% | -18.1% | +39.1% | +20.6% |
| YTD | +14.1% | +24.3% | -10.2% | +7.1% |
| 1Y | +29.4% | +29.3% | +0.1% | +20.6% |
| All | +29.4% | +30.0% | -0.6% | +20.6% |
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 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