-41.4%
RIG vs RRX
+2,584.3%
-2,625.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.9% |
| 7D | -4.2% | -3.7% | -0.4% | -2.5% |
| 30D | -0.7% | -9.3% | +8.6% | +3.5% |
| 3M | -4.0% | -21.8% | +17.8% | +4.4% |
| 6M | -6.3% | -22.0% | +15.7% | -1.1% |
| YTD | +39.7% | +11.9% | +27.8% | +22.4% |
| 1Y | +78.1% | +11.6% | +66.5% | +54.9% |
| 3Y | -29.5% | +2.2% | -31.6% | -38.4% |
| 5Y | +65.3% | +14.9% | +50.5% | +33.9% |
| 10Y | -41.3% | +214.2% | -255.5% | -66.9% |
| All | -41.4% | +2,584.3% | -2,625.7% | -77.1% |
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