+112.5%
NET vs RRX
+18.4%
+94.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -7.0% | +3.4% | -10.4% | -8.5% |
| 30D | -4.8% | -11.1% | +6.3% | +0.6% |
| 3M | +3.8% | -23.7% | +27.6% | +15.2% |
| 6M | +50.0% | -22.0% | +72.0% | +57.7% |
| YTD | +41.5% | +16.5% | +25.0% | +13.5% |
| 1Y | +32.8% | +11.5% | +21.3% | +7.8% |
| 3Y | +335.9% | +1.5% | +334.4% | +245.5% |
| All | +112.5% | +18.4% | +94.1% | +49.5% |
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