-22.3%
RMD vs RRX
+14.8%
-37.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.2% |
| 7D | -4.2% | -3.7% | -0.4% | -3.5% |
| 30D | -2.1% | -9.3% | +7.2% | -0.4% |
| 3M | +13.8% | -21.8% | +35.6% | +17.5% |
| 6M | -10.6% | -22.0% | +11.4% | -8.5% |
| YTD | -8.1% | +11.9% | -20.0% | -13.9% |
| 1Y | -18.0% | +11.6% | -29.6% | -23.4% |
| 3Y | +52.9% | +2.2% | +50.7% | +41.4% |
| 5Y | -22.3% | +14.9% | -37.1% | -31.2% |
| All | -22.3% | +14.8% | -37.0% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling