+4,549.4%
RCL vs RRX
+2,709.8%
+1,839.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -5.1% | +3.4% | -8.5% | -6.8% |
| 30D | -19.0% | -11.1% | -7.9% | -13.8% |
| 3M | -9.6% | -23.7% | +14.1% | +1.6% |
| 6M | -6.7% | -22.0% | +15.3% | +2.0% |
| YTD | -3.9% | +16.5% | -20.4% | -16.5% |
| 1Y | -25.1% | +11.5% | -36.6% | -34.3% |
| 3Y | +179.1% | +1.5% | +177.6% | +139.6% |
| 5Y | +243.3% | +18.3% | +225.0% | +168.6% |
| 10Y | +325.8% | +209.8% | +116.0% | +105.4% |
| All | +4,549.4% | +2,709.8% | +1,839.6% | +1,087.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling