+40.4%
PL vs RRX
+33.1%
+7.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.4% |
| 7D | +22.3% | +12.6% | +9.6% | +15.2% |
| 30D | -8.3% | +10.6% | -18.9% | -12.6% |
| 3M | -43.3% | +4.6% | -47.9% | -44.4% |
| 6M | -65.8% | -13.6% | -52.2% | -63.4% |
| YTD | -29.5% | +29.4% | -58.9% | -41.9% |
| 1Y | +11.7% | +31.9% | -20.2% | -9.5% |
| 3Y | +540.6% | +68.3% | +472.3% | +364.7% |
| 5Y | +32.9% | +13.2% | +19.7% | +10.7% |
| All | +40.4% | +33.1% | +7.3% | +17.3% |
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 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