+29.1%
Q vs RRX
+21.5%
+7.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.3% |
| 7D | +11.5% | +12.6% | -1.1% | +3.8% |
| 30D | -0.2% | +10.6% | -10.7% | -6.2% |
| 3M | -13.6% | +4.6% | -18.2% | -16.2% |
| 6M | -27.0% | -13.6% | -13.4% | -21.3% |
| YTD | +50.5% | +29.4% | +21.1% | +40.8% |
| 1Y | +33.8% | +31.9% | +1.8% | +26.0% |
| All | +29.1% | +21.5% | +7.6% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling