+83.0%
PL vs RRX
+19.8%
+63.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -9.3% | +3.4% | -12.8% | -10.9% |
| 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% | -22.4% |
| YTD | -8.1% | +16.5% | -24.6% | -20.3% |
| 1Y | +180.5% | +11.5% | +169.0% | +146.6% |
| 3Y | +444.1% | +1.5% | +442.6% | +399.8% |
| 5Y | +83.0% | +18.3% | +64.8% | +60.6% |
| All | +83.0% | +19.8% | +63.2% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling