+648.6%
P vs RRX
+216.7%
+431.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.1% |
| 7D | -4.1% | -3.7% | -0.4% | -2.2% |
| 30D | -14.0% | -9.3% | -4.7% | -9.4% |
| 3M | +41.4% | -21.8% | +63.2% | +58.5% |
| 6M | +54.2% | -22.0% | +76.2% | +69.8% |
| YTD | +40.4% | +11.9% | +28.5% | +25.5% |
| 1Y | +16.0% | +11.6% | +4.3% | +3.8% |
| 3Y | +140.7% | +2.2% | +138.5% | +113.8% |
| 5Y | +256.3% | +14.9% | +241.4% | +181.3% |
| All | +648.6% | +216.7% | +431.9% | +205.2% |
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