+206.0%
RRX vs BBWI
-57.7%
+263.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.5% |
| 7D | -3.7% | -8.0% | +4.3% | -1.7% |
| 30D | -9.3% | -6.6% | -2.7% | -8.0% |
| 3M | -21.8% | -2.7% | -19.1% | -21.9% |
| 6M | -22.0% | -12.8% | -9.2% | -20.5% |
| YTD | +11.9% | -10.5% | +22.4% | +12.9% |
| 1Y | +11.6% | -35.3% | +47.0% | +20.8% |
| 3Y | +2.2% | -47.7% | +49.9% | +14.1% |
| 5Y | +14.9% | -68.9% | +83.7% | +39.2% |
| All | +206.0% | -57.7% | +263.7% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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