+455.3%
PL vs RRX
+63.4%
+391.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.5% | +4.9% | +7.1% |
| 7D | -6.8% | +7.5% | -14.4% | -10.6% |
| 30D | -29.3% | +3.0% | -32.3% | -30.3% |
| 3M | -44.8% | -5.3% | -39.4% | -42.9% |
| 6M | -68.4% | -26.6% | -41.7% | -62.7% |
| YTD | -36.4% | +21.2% | -57.5% | -48.0% |
| 1Y | +0.7% | +25.9% | -25.2% | -20.7% |
| 3Y | +455.3% | +71.7% | +383.6% | +262.3% |
| All | +455.3% | +63.4% | +391.9% | +262.3% |
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