+292.2%
RCL vs RRX
+9.8%
+282.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.5% |
| 7D | -1.2% | +4.3% | -5.5% | -3.2% |
| 30D | +17.8% | +12.3% | +5.5% | +10.3% |
| 3M | +4.9% | +3.7% | +1.3% | +1.8% |
| 6M | +23.7% | -13.9% | +37.6% | +27.6% |
| YTD | +17.8% | +26.5% | -8.6% | -3.3% |
| 1Y | +28.9% | +29.3% | -0.4% | +4.0% |
| 3Y | +241.9% | +65.6% | +176.3% | +112.3% |
| All | +292.2% | +9.8% | +282.4% | +205.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling