+53.8%
RRX vs ABCL
-81.3%
+135.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +3.4% | +0.7% | +2.7% | +3.4% |
| 30D | -11.1% | +93.1% | -104.2% | -19.5% |
| 3M | -23.7% | +79.4% | -103.2% | -30.8% |
| 6M | -22.0% | +214.9% | -236.9% | -34.8% |
| YTD | +16.5% | +234.2% | -217.7% | -4.5% |
| 1Y | +11.5% | +174.8% | -163.3% | -6.8% |
| 3Y | +1.5% | +104.5% | -103.0% | -17.0% |
| 5Y | +18.3% | -39.0% | +57.3% | +0.6% |
| All | +53.8% | -81.3% | +135.0% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling