+449.1%
PL vs RRX
+2.4%
+446.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -9.3% | +3.4% | -12.8% | -11.0% |
| 30D | -18.9% | -11.1% | -7.8% | -13.8% |
| 3M | -58.4% | -23.7% | -34.6% | -52.5% |
| 6M | -30.3% | -22.0% | -8.3% | -22.1% |
| YTD | -8.1% | +16.5% | -24.6% | -21.3% |
| 1Y | +180.5% | +11.5% | +169.0% | +143.8% |
| All | +449.1% | +2.4% | +446.7% | +424.1% |
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 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