+1,514.2%
RF vs RRX
+3,904.5%
-2,390.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +1.3% | +3.4% | -2.1% | -0.3% |
| 30D | -3.6% | -11.1% | +7.5% | +1.7% |
| 3M | +8.1% | -23.7% | +31.8% | +19.2% |
| 6M | +11.5% | -22.0% | +33.5% | +19.0% |
| YTD | +15.6% | +16.5% | -0.9% | +0.7% |
| 1Y | +15.7% | +11.5% | +4.2% | +1.8% |
| 3Y | +86.9% | +1.5% | +85.4% | +61.5% |
| 5Y | +89.8% | +18.3% | +71.6% | +48.5% |
| 10Y | +344.7% | +209.8% | +134.9% | +123.9% |
| All | +1,514.2% | +3,904.5% | -2,390.3% | +502.6% |
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