+18.0%
Q vs RRX
+30.0%
-12.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +2.1% |
| 7D | -3.3% | +7.6% | -10.9% | -8.0% |
| 30D | -9.7% | +7.5% | -17.2% | -13.9% |
| 3M | -16.1% | -21.0% | +4.9% | -4.7% |
| 6M | -15.7% | -18.1% | +2.4% | -6.5% |
| YTD | +45.7% | +24.3% | +21.5% | +34.1% |
| 1Y | +18.0% | +29.3% | -11.3% | +8.3% |
| All | +18.0% | +30.0% | -12.0% | +8.3% |
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