+1,058.3%
RRX vs BG
+1,181.2%
-122.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -0.7% | +0.5% | -1.2% | -0.9% |
| 30D | -8.0% | +10.3% | -18.3% | -11.1% |
| 3M | -25.1% | -1.9% | -23.2% | -25.2% |
| 6M | -18.3% | +5.2% | -23.5% | -20.5% |
| YTD | +14.2% | +41.2% | -27.0% | +0.4% |
| 1Y | +13.0% | +50.5% | -37.5% | -3.2% |
| 3Y | +4.2% | +19.9% | -15.7% | -5.1% |
| 5Y | +17.9% | +86.7% | -68.8% | -9.2% |
| 10Y | +220.4% | +167.5% | +53.0% | +109.9% |
| All | +1,058.3% | +1,181.2% | -122.8% | +582.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling