+111.8%
RRX vs ALC
+17.1%
+94.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -0.5% |
| 7D | -3.7% | -7.7% | +3.9% | +0.3% |
| 30D | -9.3% | -11.7% | +2.4% | -3.4% |
| 3M | -21.8% | +0.7% | -22.5% | -22.8% |
| 6M | -22.0% | -17.1% | -4.9% | -15.0% |
| YTD | +11.9% | -15.1% | +27.1% | +20.1% |
| 1Y | +11.6% | -14.1% | +25.7% | +18.9% |
| 3Y | +2.2% | -18.2% | +20.3% | +9.9% |
| 5Y | +14.9% | -19.2% | +34.0% | +21.2% |
| All | +111.8% | +17.1% | +94.7% | +71.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling