+140.2%
NI vs RRX
+228.4%
-88.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.7% |
| 7D | 0.0% | -0.3% | +0.4% | +0.1% |
| 30D | -1.4% | -6.1% | +4.8% | -0.3% |
| 3M | -10.6% | -23.1% | +12.5% | -7.0% |
| 6M | -9.3% | -19.5% | +10.2% | -7.3% |
| YTD | +1.1% | +16.1% | -14.9% | -4.1% |
| 1Y | +3.4% | +12.9% | -9.6% | -1.9% |
| 3Y | +67.9% | +7.9% | +59.9% | +54.6% |
| 5Y | +98.0% | +19.1% | +78.9% | +72.2% |
| All | +140.2% | +228.4% | -88.2% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling