+39,814.5%
RMD vs RRX
+1,743.9%
+38,070.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | -4.5% | +4.3% | -8.7% | -5.6% |
| 30D | +4.6% | -8.0% | +12.6% | +6.9% |
| 3M | +14.8% | -22.0% | +36.8% | +20.8% |
| 6M | -12.1% | -11.9% | -0.2% | -11.8% |
| YTD | -7.5% | +17.1% | -24.6% | -15.2% |
| 1Y | -20.1% | +14.9% | -35.0% | -26.8% |
| 3Y | +53.9% | +6.9% | +47.0% | +36.9% |
| 5Y | -22.2% | +19.6% | -41.8% | -34.8% |
| 10Y | +268.2% | +215.9% | +52.3% | +117.6% |
| All | +39,814.5% | +1,743.9% | +38,070.7% | +11,781.5% |
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