+6.9%
RRX vs ALC
-15.5%
+22.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.4% |
| 7D | +4.3% | -3.7% | +7.9% | +6.0% |
| 30D | -8.0% | -3.7% | -4.3% | -6.6% |
| 3M | -22.0% | +4.6% | -26.6% | -24.3% |
| 6M | -11.9% | -14.6% | +2.7% | -5.3% |
| YTD | +17.1% | -11.9% | +29.0% | +23.4% |
| 1Y | +14.9% | -13.1% | +28.0% | +21.9% |
| 3Y | +6.9% | -15.0% | +21.9% | +13.1% |
| All | +6.9% | -15.5% | +22.4% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling