+72.9%
RRX vs ABCL
-80.4%
+153.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.1% |
| 7D | +5.4% | -2.7% | +8.1% | +5.8% |
| 30D | +12.0% | -5.4% | +17.4% | +12.7% |
| 3M | +6.1% | +22.4% | -16.3% | +2.8% |
| 6M | -13.2% | +127.6% | -140.8% | -24.4% |
| YTD | +31.0% | +249.4% | -218.4% | +6.4% |
| 1Y | +38.8% | +198.0% | -159.2% | +15.1% |
| 3Y | +70.3% | +195.8% | -125.5% | +34.1% |
| 5Y | +15.5% | -20.6% | +36.1% | -2.5% |
| All | +72.9% | -80.4% | +153.3% | +44.8% |
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