+13.0%
RRX vs ALC
-14.0%
+27.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | -0.7% | -5.3% | +4.6% | +0.9% |
| 30D | -8.0% | -7.1% | -0.9% | -6.0% |
| 3M | -25.1% | +0.8% | -25.8% | -25.6% |
| 6M | -18.3% | -16.0% | -2.3% | -11.0% |
| YTD | +14.2% | -12.7% | +26.9% | +21.1% |
| 1Y | +13.0% | -12.8% | +25.9% | +20.4% |
| All | +13.0% | -14.0% | +27.0% | +20.4% |
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 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