+21.1%
PL vs RRX
+6.5%
+14.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.5% | +4.9% | +7.3% |
| 7D | -6.8% | +7.5% | -14.4% | -10.4% |
| 30D | -29.3% | +3.0% | -32.3% | -30.3% |
| 3M | -44.8% | -5.3% | -39.4% | -43.0% |
| 6M | -68.4% | -26.6% | -41.7% | -62.8% |
| YTD | -36.4% | +21.2% | -57.5% | -46.7% |
| 1Y | +0.7% | +25.9% | -25.2% | -18.2% |
| 3Y | +455.3% | +71.7% | +383.6% | +283.0% |
| All | +21.1% | +6.5% | +14.7% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling