-7.5%
RIG vs RRX
-12.9%
+5.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | -8.2% | -0.7% | -7.5% | -8.2% |
| 30D | -0.2% | -8.0% | +7.8% | -0.4% |
| 3M | -2.7% | -25.1% | +22.3% | -3.3% |
| 6M | -7.5% | -18.3% | +10.8% | -8.0% |
| All | -7.5% | -12.9% | +5.4% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling