+18.9%
NET vs RRX
-18.3%
+37.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.1% | -2.3% |
| 7D | -16.4% | +7.6% | -24.0% | -16.8% |
| 30D | -25.8% | +7.5% | -33.4% | -26.2% |
| 3M | -11.5% | -21.0% | +9.5% | -10.8% |
| 6M | +18.9% | -18.1% | +37.0% | +19.4% |
| All | +18.9% | -18.3% | +37.2% | +19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling