+331.2%
RCL vs RRX
+216.7%
+114.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.9% |
| 7D | -2.5% | -3.7% | +1.3% | -0.2% |
| 30D | -15.7% | -9.3% | -6.4% | -10.7% |
| 3M | -3.6% | -21.8% | +18.2% | +8.0% |
| 6M | -8.7% | -22.0% | +13.3% | +0.7% |
| YTD | -6.2% | +11.9% | -18.1% | -20.2% |
| 1Y | -22.9% | +11.6% | -34.5% | -35.5% |
| 3Y | +173.6% | +2.2% | +171.4% | +118.4% |
| 5Y | +226.6% | +14.9% | +211.7% | +126.6% |
| All | +331.2% | +216.7% | +114.5% | +54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling