+18.1%
RRX vs BG
+81.8%
-63.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.2% |
| 7D | -0.3% | +3.1% | -3.5% | -1.4% |
| 30D | -6.1% | +10.2% | -16.4% | -9.2% |
| 3M | -23.1% | -1.7% | -21.4% | -23.0% |
| 6M | -19.5% | +1.0% | -20.5% | -20.5% |
| YTD | +16.1% | +39.9% | -23.8% | +1.9% |
| 1Y | +12.9% | +53.2% | -40.3% | -4.6% |
| 3Y | +7.9% | +16.3% | -8.3% | -1.2% |
| All | +18.1% | +81.8% | -63.7% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling