+68.9%
RRX vs ALC
+4.3%
+64.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | +0.1% |
| 7D | 0.0% | +2.3% | -2.3% | -1.1% |
| 30D | +9.0% | +15.5% | -6.5% | +1.9% |
| 3M | +4.0% | +0.6% | +3.4% | +3.3% |
| 6M | -15.7% | +18.4% | -34.1% | -23.5% |
| YTD | +29.0% | -5.6% | +34.6% | +31.4% |
| 1Y | +35.2% | 0.0% | +35.2% | +33.1% |
| All | +68.9% | +4.3% | +64.6% | +64.0% |
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