+6.2%
RRX vs BBWI
-47.8%
+54.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.3% | +3.8% | -0.4% |
| 7D | -0.7% | -4.4% | +3.7% | +0.7% |
| 30D | -8.0% | -7.4% | -0.6% | -6.1% |
| 3M | -25.1% | -2.2% | -22.8% | -25.5% |
| 6M | -18.3% | -16.3% | -2.0% | -15.2% |
| YTD | +14.2% | -9.1% | +23.3% | +14.3% |
| 1Y | +13.0% | -34.5% | +47.6% | +26.6% |
| All | +6.2% | -47.8% | +54.0% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling