+4,214.5%
RRX vs BBWI
+1,144.0%
+3,070.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.7% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +12.3% | +12.9% | -0.6% | +8.3% |
| 3M | +3.7% | +16.0% | -12.3% | -1.5% |
| 6M | -13.9% | +16.6% | -30.5% | -18.9% |
| YTD | +26.5% | +9.7% | +16.7% | +19.9% |
| 1Y | +29.3% | +1.5% | +27.8% | +23.3% |
| 3Y | +65.6% | -21.4% | +86.9% | +65.2% |
| 5Y | +10.6% | -67.6% | +78.2% | +31.8% |
| 10Y | +202.9% | -46.8% | +249.7% | +172.1% |
| All | +4,214.5% | +1,144.0% | +3,070.5% | +1,759.2% |
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 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