-22.9%
RCL vs RRX
+9.8%
-32.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.3% |
| 7D | -2.5% | -3.7% | +1.3% | -1.3% |
| 30D | -15.7% | -9.3% | -6.4% | -13.2% |
| 3M | -3.6% | -21.8% | +18.2% | +1.7% |
| 6M | -8.7% | -22.0% | +13.3% | -4.8% |
| YTD | -6.2% | +11.9% | -18.1% | -12.2% |
| 1Y | -22.9% | +11.6% | -34.5% | -29.2% |
| All | -22.9% | +9.8% | -32.7% | -29.2% |
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 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