+2,327.9%
NDAQ vs RRX
+878.6%
+1,449.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | -2.4% | +3.4% | -5.9% | -3.7% |
| 30D | +2.5% | -11.1% | +13.6% | +7.0% |
| 3M | +9.9% | -23.7% | +33.6% | +18.9% |
| 6M | +9.4% | -22.0% | +31.4% | +14.3% |
| YTD | +0.4% | +16.5% | -16.1% | -12.6% |
| 1Y | +4.0% | +11.5% | -7.5% | -8.7% |
| 3Y | +94.4% | +1.5% | +92.9% | +64.1% |
| 5Y | +56.7% | +18.3% | +38.5% | +17.7% |
| 10Y | +375.3% | +209.8% | +165.5% | +99.0% |
| All | +2,327.9% | +878.6% | +1,449.3% | +488.4% |
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 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