+516.5%
PL vs RRX
+64.5%
+452.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | +0.7% |
| 7D | +10.0% | +4.3% | +5.7% | +7.6% |
| 30D | -2.3% | +12.3% | -14.6% | -8.3% |
| 3M | -44.2% | +3.7% | -47.9% | -45.2% |
| 6M | -66.1% | -13.9% | -52.2% | -63.5% |
| YTD | -30.0% | +26.5% | -56.4% | -44.3% |
| 1Y | +21.0% | +29.3% | -8.3% | -6.0% |
| 3Y | +516.5% | +65.6% | +451.0% | +285.9% |
| All | +516.5% | +64.5% | +452.0% | +285.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling