+158.7%
P vs RRX
+4.1%
+154.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | +7.8% | +4.3% | +3.6% | +5.9% |
| 30D | +12.3% | -8.0% | +20.3% | +16.5% |
| 3M | +37.1% | -22.0% | +59.1% | +51.6% |
| 6M | +66.1% | -11.9% | +78.0% | +71.1% |
| YTD | +50.9% | +17.1% | +33.8% | +33.7% |
| 1Y | +27.2% | +14.9% | +12.3% | +13.9% |
| 3Y | +158.7% | +6.9% | +151.8% | +139.0% |
| All | +158.7% | +4.1% | +154.6% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling