+85.6%
NDAQ vs RRX
+5.4%
+80.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.2% | -0.9% |
| 7D | -5.6% | -0.3% | -5.2% | -5.5% |
| 30D | -4.4% | -6.1% | +1.8% | -3.7% |
| 3M | +5.9% | -23.1% | +28.9% | +8.2% |
| 6M | +7.7% | -19.5% | +27.3% | +8.5% |
| YTD | -5.2% | +16.1% | -21.2% | -11.4% |
| 1Y | -3.4% | +12.9% | -16.3% | -9.5% |
| 3Y | +85.6% | +7.9% | +77.7% | +78.0% |
| All | +85.6% | +5.4% | +80.3% | +78.0% |
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