+1,449.6%
NET vs RRX
+135.0%
+1,314.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -7.0% | +3.4% | -10.4% | -8.2% |
| 30D | -4.8% | -11.1% | +6.3% | -0.5% |
| 3M | +3.8% | -23.7% | +27.6% | +13.0% |
| 6M | +50.0% | -22.0% | +72.0% | +57.0% |
| YTD | +41.5% | +16.5% | +25.0% | +21.6% |
| 1Y | +32.8% | +11.5% | +21.3% | +15.3% |
| 3Y | +335.9% | +1.5% | +334.4% | +272.1% |
| 5Y | +113.8% | +18.3% | +95.6% | +71.3% |
| All | +1,449.6% | +135.0% | +1,314.6% | +988.1% |
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