+120.4%
RRX vs ALC
+24.0%
+96.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +1.3% |
| 7D | +3.4% | -2.1% | +5.5% | +4.6% |
| 30D | -11.1% | -0.1% | -11.0% | -11.3% |
| 3M | -23.7% | +5.9% | -29.6% | -26.6% |
| 6M | -22.0% | -15.9% | -6.1% | -15.4% |
| YTD | +16.5% | -10.1% | +26.6% | +21.3% |
| 1Y | +11.5% | -10.2% | +21.7% | +16.1% |
| 3Y | +1.5% | -13.6% | +15.1% | +6.2% |
| 5Y | +18.3% | -15.1% | +33.4% | +21.7% |
| All | +120.4% | +24.0% | +96.4% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling