+1,402.2%
RF vs RRX
+4,066.6%
-2,664.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.8% | -2.9% |
| 7D | -0.9% | +7.5% | -8.4% | -5.0% |
| 30D | +6.0% | +3.0% | +3.0% | +3.2% |
| 3M | -8.9% | -5.3% | -3.6% | -8.1% |
| 6M | +2.3% | -26.6% | +29.0% | +12.4% |
| YTD | +7.6% | +21.2% | -13.6% | -9.4% |
| 1Y | +21.2% | +25.9% | -4.8% | -0.2% |
| 3Y | +108.5% | +71.7% | +36.8% | +39.7% |
| 5Y | +43.2% | +7.8% | +35.5% | +16.1% |
| 10Y | +288.1% | +242.9% | +45.2% | +84.2% |
| All | +1,402.2% | +4,066.6% | -2,664.3% | +442.2% |
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