+338.5%
RF vs RRX
+210.7%
+127.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.7% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | -4.0% | -8.0% | +3.9% | +0.1% |
| 3M | +5.6% | -25.1% | +30.6% | +18.8% |
| 6M | +13.1% | -18.3% | +31.3% | +18.1% |
| YTD | +13.6% | +14.2% | -0.6% | -4.2% |
| 1Y | +16.0% | +13.0% | +2.9% | -3.2% |
| 3Y | +90.2% | +4.2% | +86.0% | +52.9% |
| 5Y | +87.0% | +17.9% | +69.1% | +29.6% |
| 10Y | +338.5% | +220.4% | +118.0% | +42.9% |
| All | +338.5% | +210.7% | +127.8% | +42.9% |
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