+190.5%
P vs RRX
+71.2%
+119.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.9% | -0.6% | +2.8% |
| 7D | -9.6% | +12.3% | -21.9% | -14.4% |
| 30D | -33.4% | +9.5% | -43.0% | -36.0% |
| 3M | +14.2% | +1.8% | +12.4% | +13.5% |
| 6M | +31.6% | -15.3% | +46.9% | +41.1% |
| YTD | +53.5% | +29.6% | +23.9% | +28.4% |
| 1Y | +14.2% | +34.1% | -19.9% | -5.7% |
| 3Y | +190.5% | +74.0% | +116.5% | +100.1% |
| All | +190.5% | +71.2% | +119.3% | +100.1% |
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 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