+173.5%
RCL vs RRX
+3.6%
+169.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.9% |
| 7D | -2.2% | -0.7% | -1.5% | -1.9% |
| 30D | -15.7% | -8.0% | -7.7% | -13.1% |
| 3M | -8.0% | -25.1% | +17.1% | +0.5% |
| 6M | -10.1% | -18.3% | +8.1% | -6.0% |
| YTD | -5.9% | +14.2% | -20.0% | -14.4% |
| 1Y | -23.5% | +13.0% | -36.5% | -30.8% |
| All | +173.5% | +3.6% | +169.9% | +156.0% |
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