+13.8%
RRX vs ALM
+319.5%
-305.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -1.7% |
| 7D | -0.7% | +3.6% | -4.3% | -1.5% |
| 30D | -8.0% | +33.8% | -41.8% | -13.5% |
| 3M | -25.1% | +14.8% | -39.8% | -28.2% |
| 6M | -18.3% | -7.0% | -11.3% | -20.2% |
| YTD | +14.2% | +108.1% | -93.9% | +5.1% |
| All | +13.8% | +319.5% | -305.6% | -6.7% |
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 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