+71.1%
RRX vs ABCL
-79.5%
+150.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.2% | +1.7% | +6.2% |
| 7D | +12.3% | +12.4% | -0.1% | +10.8% |
| 30D | +9.5% | -0.4% | +9.9% | +9.5% |
| 3M | +1.8% | +80.4% | -78.6% | -7.0% |
| 6M | -15.3% | +138.5% | -153.9% | -26.7% |
| YTD | +29.6% | +265.5% | -235.9% | +4.7% |
| 1Y | +34.1% | +219.7% | -185.6% | +10.1% |
| 3Y | +74.0% | +209.4% | -135.4% | +36.2% |
| 5Y | +14.7% | -15.0% | +29.7% | -3.8% |
| All | +71.1% | -79.5% | +150.6% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling