+29.3%
RRX vs ALC
+4.2%
+25.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.8% | -10.5% | -4.2% |
| 7D | +7.6% | +10.7% | -3.1% | +6.3% |
| 30D | +7.5% | +20.2% | -12.7% | +4.6% |
| 3M | -21.0% | +8.9% | -29.9% | -21.5% |
| 6M | -18.1% | +5.7% | -23.8% | -17.8% |
| YTD | +24.3% | -1.4% | +25.7% | +29.5% |
| 1Y | +29.3% | +4.7% | +24.6% | +29.3% |
| All | +29.3% | +4.2% | +25.1% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling