+7.9%
RRX vs BR
-5.3%
+13.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.7% |
| 7D | -0.3% | -3.0% | +2.6% | +0.2% |
| 30D | -6.1% | -0.3% | -5.8% | -6.3% |
| 3M | -23.1% | +17.3% | -40.3% | -25.6% |
| 6M | -19.5% | -6.7% | -12.8% | -16.4% |
| YTD | +16.1% | -23.4% | +39.5% | +32.3% |
| 1Y | +12.9% | -32.7% | +45.6% | +38.8% |
| 3Y | +7.9% | -5.9% | +13.8% | +35.5% |
| All | +7.9% | -5.3% | +13.3% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling