+217.3%
RRX vs BG
+166.7%
+50.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.4% |
| 7D | -0.3% | +3.1% | -3.5% | -1.6% |
| 30D | -6.1% | +10.2% | -16.4% | -9.9% |
| 3M | -23.1% | -1.7% | -21.4% | -23.2% |
| 6M | -19.5% | +1.0% | -20.5% | -20.9% |
| YTD | +16.1% | +39.9% | -23.8% | -0.7% |
| 1Y | +12.9% | +53.2% | -40.3% | -7.6% |
| 3Y | +7.9% | +16.3% | -8.3% | -2.8% |
| 5Y | +19.1% | +83.9% | -64.8% | -15.4% |
| All | +217.3% | +166.7% | +50.7% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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