+29.3%
RRX vs ALM
+44.8%
-15.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.9% |
| 7D | +7.6% | -6.4% | +14.0% | +9.1% |
| 30D | +7.5% | -35.0% | +42.5% | +16.8% |
| 3M | -21.0% | -33.8% | +12.8% | -15.6% |
| 6M | -18.1% | -55.0% | +36.9% | -7.3% |
| YTD | +24.3% | -0.2% | +24.5% | +38.7% |
| 1Y | +29.3% | +41.8% | -12.5% | +42.4% |
| All | +29.3% | +44.8% | -15.5% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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