+4.1%
PR vs RRX
-25.1%
+29.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.5% | +1.9% |
| 7D | -16.4% | +7.5% | -23.9% | -16.1% |
| 30D | -1.9% | +3.0% | -4.9% | -1.5% |
| 3M | +8.0% | -5.3% | +13.3% | +8.4% |
| 6M | +4.1% | -26.6% | +30.7% | +5.4% |
| All | +4.1% | -25.1% | +29.2% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling