+217.3%
RRX vs ALM
+2,589.2%
-2,371.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.5% | +10.2% | +4.0% |
| 7D | -0.3% | -11.8% | +11.5% | +0.2% |
| 30D | -6.1% | +7.8% | -13.9% | -6.6% |
| 3M | -23.1% | -9.3% | -13.8% | -23.0% |
| 6M | -19.5% | -30.5% | +10.9% | -19.0% |
| YTD | +16.1% | +75.8% | -59.8% | +13.8% |
| 1Y | +12.9% | +241.2% | -228.3% | +8.7% |
| 3Y | +7.9% | +1,872.6% | -1,864.7% | -0.9% |
| 5Y | +19.1% | +849.6% | -830.5% | +9.9% |
| All | +217.3% | +2,589.2% | -2,371.9% | +201.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling