+48.4%
RMD vs RRX
+5.4%
+43.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.1% |
| 7D | -4.4% | -0.3% | -4.1% | -4.4% |
| 30D | -3.1% | -6.1% | +3.0% | -2.4% |
| 3M | +13.8% | -23.1% | +36.8% | +16.8% |
| 6M | -8.6% | -19.5% | +11.0% | -7.5% |
| YTD | -8.6% | +16.1% | -24.7% | -13.6% |
| 1Y | -19.7% | +12.9% | -32.6% | -23.9% |
| 3Y | +48.4% | +7.9% | +40.4% | +48.7% |
| All | +48.4% | +5.4% | +43.0% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling