+71.7%
RRX vs ABCL
+156.0%
-84.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.7% | -1.3% | +4.3% |
| 7D | +7.5% | -3.2% | +10.7% | +8.0% |
| 30D | +3.0% | -7.4% | +10.4% | +4.1% |
| 3M | -5.3% | +81.9% | -87.3% | -15.9% |
| 6M | -26.6% | +135.7% | -162.4% | -39.3% |
| YTD | +21.2% | +247.4% | -226.2% | -8.5% |
| 1Y | +25.9% | +162.3% | -136.3% | +0.1% |
| 3Y | +71.7% | +165.5% | -93.8% | +25.4% |
| All | +71.7% | +156.0% | -84.3% | +25.4% |
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