+45.2%
PL vs RRX
+33.3%
+11.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +6.9% | +7.6% | +10.7% |
| 7D | +10.9% | +12.3% | -1.5% | +4.6% |
| 30D | -16.4% | +9.5% | -25.9% | -19.9% |
| 3M | -39.9% | +1.8% | -41.7% | -40.3% |
| 6M | -63.2% | -15.3% | -47.9% | -60.2% |
| YTD | -27.1% | +29.6% | -56.7% | -40.0% |
| 1Y | +12.2% | +34.1% | -21.9% | -10.1% |
| 3Y | +584.3% | +74.0% | +510.3% | +389.4% |
| 5Y | +37.0% | +14.7% | +22.3% | +14.0% |
| All | +45.2% | +33.3% | +11.9% | +21.1% |
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