+354.2%
RRX vs BR
+1,281.7%
-927.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | -0.7% | -5.0% | +4.3% | +2.0% |
| 30D | -8.0% | -2.5% | -5.5% | -7.1% |
| 3M | -25.1% | +13.5% | -38.5% | -31.0% |
| 6M | -18.3% | -9.4% | -8.9% | -15.8% |
| YTD | +14.2% | -23.3% | +37.4% | +27.9% |
| 1Y | +13.0% | -31.6% | +44.6% | +35.1% |
| 3Y | +4.2% | -5.1% | +9.3% | +1.7% |
| 5Y | +17.9% | +8.2% | +9.7% | +4.8% |
| 10Y | +220.4% | +189.8% | +30.6% | +57.3% |
| All | +354.2% | +1,281.7% | -927.5% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling