+54.6%
RRX vs ABCL
-81.2%
+135.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +4.3% | +1.4% | +2.9% | +4.1% |
| 30D | -8.0% | +65.1% | -73.1% | -14.8% |
| 3M | -22.0% | +111.1% | -133.1% | -30.7% |
| 6M | -11.9% | +231.6% | -243.5% | -26.9% |
| YTD | +17.1% | +234.5% | -217.4% | -4.0% |
| 1Y | +14.9% | +174.3% | -159.5% | -3.9% |
| 3Y | +6.9% | +111.5% | -104.6% | -12.9% |
| 5Y | +19.6% | -37.3% | +56.8% | +1.7% |
| All | +54.6% | -81.2% | +135.8% | +30.6% |
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