+5,062.7%
NI vs RRX
+3,748.6%
+1,314.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | -0.6% | -3.7% | +3.2% | +0.1% |
| 30D | -1.4% | -9.3% | +7.9% | +0.3% |
| 3M | -10.6% | -21.8% | +11.2% | -7.3% |
| 6M | -9.9% | -22.0% | +12.1% | -7.3% |
| YTD | +1.2% | +11.9% | -10.8% | -2.9% |
| 1Y | +4.4% | +11.6% | -7.2% | -0.2% |
| 3Y | +68.6% | +2.2% | +66.4% | +58.2% |
| 5Y | +98.0% | +14.9% | +83.1% | +78.1% |
| 10Y | +143.6% | +214.2% | -70.6% | +75.3% |
| All | +5,062.7% | +3,748.6% | +1,314.1% | +3,038.8% |
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