+5,601.3%
RCL vs RRX
+2,950.4%
+2,650.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.6% |
| 7D | -1.2% | +4.3% | -5.5% | -3.5% |
| 30D | +17.8% | +12.3% | +5.5% | +9.3% |
| 3M | +4.9% | +3.7% | +1.3% | +1.2% |
| 6M | +23.7% | -13.9% | +37.6% | +27.9% |
| YTD | +17.8% | +26.5% | -8.6% | -3.6% |
| 1Y | +28.9% | +29.3% | -0.4% | +3.8% |
| 3Y | +241.9% | +65.6% | +176.3% | +123.9% |
| 5Y | +295.4% | +10.6% | +284.8% | +218.8% |
| 10Y | +344.1% | +202.9% | +141.2% | +113.3% |
| All | +5,601.3% | +2,950.4% | +2,650.9% | +1,272.8% |
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