+485.4%
P vs RRX
+223.7%
+261.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +6.5% | +3.4% | +3.1% | +4.7% |
| 30D | +18.8% | -11.1% | +30.0% | +25.9% |
| 3M | +26.7% | -23.7% | +50.5% | +43.6% |
| 6M | +62.2% | -22.0% | +84.2% | +77.9% |
| YTD | +48.5% | +16.5% | +32.0% | +30.5% |
| 1Y | +26.4% | +11.5% | +14.9% | +13.7% |
| 3Y | +159.4% | +1.5% | +157.9% | +132.3% |
| 5Y | +275.8% | +18.3% | +257.5% | +195.7% |
| 10Y | +732.0% | +209.8% | +522.2% | +266.8% |
| All | +485.4% | +223.7% | +261.7% | +143.7% |
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