+39.7%
RIG vs RRX
+30.0%
+9.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.6% | -4.0% | -7.6% |
| 7D | -18.8% | +7.6% | -26.4% | -18.7% |
| 30D | -1.1% | +7.5% | -8.6% | -1.0% |
| 3M | +4.4% | -21.0% | +25.4% | +5.7% |
| 6M | -20.8% | -18.1% | -2.7% | -19.9% |
| YTD | +32.0% | +24.3% | +7.7% | +30.9% |
| 1Y | +39.7% | +29.3% | +10.4% | +39.9% |
| All | +39.7% | +30.0% | +9.7% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling