+38.8%
RRX vs ALC
-4.7%
+43.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.7% |
| 7D | +5.4% | -6.3% | +11.7% | +6.0% |
| 30D | +12.0% | +12.6% | -0.6% | +9.4% |
| 3M | +6.1% | -3.8% | +10.0% | +7.7% |
| 6M | -13.2% | +16.8% | -30.0% | -17.8% |
| YTD | +31.0% | -7.6% | +38.6% | +37.7% |
| 1Y | +38.8% | -5.9% | +44.6% | +43.6% |
| All | +38.8% | -4.7% | +43.4% | +43.6% |
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