+65.6%
RRX vs ABCL
+185.8%
-120.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | +4.3% | -3.3% | +7.6% | +4.9% |
| 30D | +12.3% | -7.1% | +19.4% | +13.6% |
| 3M | +3.7% | +4.7% | -1.1% | +2.1% |
| 6M | -13.9% | +140.9% | -154.8% | -29.4% |
| YTD | +26.5% | +236.0% | -209.5% | -4.4% |
| 1Y | +29.3% | +217.4% | -188.1% | -1.2% |
| 3Y | +65.6% | +188.7% | -123.1% | +17.4% |
| All | +65.6% | +185.8% | -120.3% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling