+3,874.2%
RRX vs BBWI
+1,034.6%
+2,839.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.6% |
| 7D | +3.4% | +1.5% | +1.9% | +3.0% |
| 30D | -11.1% | -5.2% | -5.9% | -10.2% |
| 3M | -23.7% | +11.1% | -34.8% | -26.4% |
| 6M | -22.0% | -13.4% | -8.6% | -20.3% |
| YTD | +16.5% | +0.1% | +16.4% | +14.1% |
| 1Y | +11.5% | -36.1% | +47.6% | +20.9% |
| 3Y | +1.5% | -44.1% | +45.6% | +11.2% |
| 5Y | +18.3% | -66.2% | +84.5% | +40.8% |
| 10Y | +209.8% | -54.8% | +264.6% | +192.7% |
| All | +3,874.2% | +1,034.6% | +2,839.5% | +1,669.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling