+261.5%
RF vs RRX
+238.3%
+23.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.9% | -4.7% | -1.3% |
| 7D | -0.1% | +12.3% | -12.5% | -6.8% |
| 30D | +7.0% | +9.5% | -2.5% | +0.7% |
| 3M | -7.0% | +1.8% | -8.8% | -9.5% |
| 6M | +6.8% | -15.3% | +22.1% | +10.4% |
| YTD | +9.9% | +29.6% | -19.7% | -14.7% |
| 1Y | +21.1% | +34.1% | -12.9% | -8.4% |
| 3Y | +119.6% | +74.0% | +45.6% | +27.4% |
| 5Y | +46.2% | +14.7% | +31.5% | +6.0% |
| 10Y | +261.5% | +229.4% | +32.1% | +7.9% |
| All | +261.5% | +238.3% | +23.2% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling