+116.0%
RRX vs ALC
+20.4%
+95.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.0% |
| 7D | -0.7% | -5.3% | +4.6% | +2.1% |
| 30D | -8.0% | -7.1% | -0.9% | -4.5% |
| 3M | -25.1% | +0.8% | -25.8% | -25.9% |
| 6M | -18.3% | -16.0% | -2.3% | -11.5% |
| YTD | +14.2% | -12.7% | +26.9% | +20.8% |
| 1Y | +13.0% | -12.8% | +25.9% | +19.5% |
| 3Y | +4.2% | -15.8% | +20.0% | +10.5% |
| 5Y | +17.9% | -16.7% | +34.5% | +22.4% |
| All | +116.0% | +20.4% | +95.6% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling