+20.9%
RRX vs ALM
+1,003.6%
-982.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.8% | -8.3% | -0.3% |
| 7D | +4.3% | +8.4% | -4.1% | +3.5% |
| 30D | -8.0% | +34.8% | -42.9% | -10.8% |
| 3M | -22.0% | +16.2% | -38.2% | -23.7% |
| 6M | -11.9% | +2.1% | -14.0% | -13.3% |
| YTD | +17.1% | +117.0% | -99.9% | +10.2% |
| 1Y | +14.9% | +313.9% | -299.0% | +3.8% |
| 3Y | +6.9% | +2,327.9% | -2,321.1% | -16.1% |
| All | +20.9% | +1,003.6% | -982.7% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling