+217.3%
RRX vs BTG
+159.3%
+58.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | -0.3% | -3.8% | +3.4% | +0.1% |
| 30D | -6.1% | +3.6% | -9.8% | -6.6% |
| 3M | -23.1% | +32.0% | -55.1% | -25.8% |
| 6M | -19.5% | +3.4% | -22.9% | -20.5% |
| YTD | +16.1% | +20.8% | -4.7% | +12.4% |
| 1Y | +12.9% | +22.4% | -9.5% | +8.9% |
| 3Y | +7.9% | +91.7% | -83.8% | -1.8% |
| 5Y | +19.1% | +79.0% | -59.9% | +7.8% |
| All | +217.3% | +159.3% | +58.0% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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