-26.9%
Q vs RRX
-16.4%
-10.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -1.9% |
| 7D | +1.2% | +4.3% | -3.2% | -1.8% |
| 30D | -2.7% | +12.3% | -15.0% | -10.6% |
| 3M | -16.9% | +3.7% | -20.6% | -19.4% |
| 6M | -26.9% | -13.9% | -12.9% | -20.7% |
| All | -26.9% | -16.4% | -10.5% | -20.7% |
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