+96.9%
PSX vs RRX
+30.0%
+66.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.9% | -4.8% |
| 7D | -5.2% | +7.6% | -12.8% | -4.6% |
| 30D | -3.7% | +7.5% | -11.3% | -3.0% |
| 3M | +26.8% | -21.0% | +47.8% | +26.3% |
| 6M | +47.3% | -18.1% | +65.4% | +47.3% |
| YTD | +105.4% | +24.3% | +81.1% | +93.1% |
| 1Y | +96.9% | +29.3% | +67.6% | +86.3% |
| All | +96.9% | +30.0% | +66.9% | +86.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling