+79.9%
PL vs RRX
+20.4%
+59.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.0% |
| 7D | -7.5% | +4.3% | -11.8% | -9.6% |
| 30D | -25.6% | -8.0% | -17.6% | -22.2% |
| 3M | -45.6% | -22.0% | -23.6% | -39.1% |
| 6M | -29.5% | -11.9% | -17.7% | -26.4% |
| YTD | -9.7% | +17.1% | -26.8% | -21.9% |
| 1Y | +84.4% | +14.9% | +69.5% | +59.7% |
| 3Y | +550.0% | +6.9% | +543.1% | +480.8% |
| 5Y | +79.0% | +19.6% | +59.4% | +56.6% |
| All | +79.9% | +20.4% | +59.5% | +57.8% |
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