+526.5%
P vs RRX
+263.9%
+262.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +3.6% |
| 7D | -4.7% | +5.4% | -10.1% | -6.7% |
| 30D | -31.4% | +12.0% | -43.4% | -34.9% |
| 3M | -2.6% | +6.1% | -8.8% | -4.9% |
| 6M | +21.9% | -13.2% | +35.1% | +30.2% |
| YTD | +58.9% | +31.0% | +28.0% | +32.4% |
| 1Y | +21.7% | +38.8% | -17.0% | -1.2% |
| 3Y | +193.3% | +70.3% | +123.0% | +104.2% |
| 5Y | +275.1% | +15.5% | +259.6% | +205.2% |
| 10Y | +655.3% | +213.7% | +441.6% | +228.6% |
| All | +526.5% | +263.9% | +262.5% | +147.3% |
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