+44.1%
PL vs RRX
+32.7%
+11.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +5.6% | 0.0% | +5.6% | +6.3% |
| 30D | -16.9% | +9.0% | -26.0% | -20.3% |
| 3M | -38.2% | +4.0% | -42.2% | -39.3% |
| 6M | -63.4% | -15.7% | -47.7% | -60.4% |
| YTD | -27.6% | +29.0% | -56.6% | -40.3% |
| 1Y | +6.6% | +35.2% | -28.7% | -15.0% |
| 3Y | +557.6% | +67.7% | +489.9% | +377.8% |
| 5Y | +39.5% | +14.9% | +24.6% | +16.4% |
| All | +44.1% | +32.7% | +11.5% | +20.6% |
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