+351.2%
RRX vs BTG
+370.1%
-18.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.7% |
| 7D | -3.7% | -5.8% | +2.1% | -3.3% |
| 30D | -9.3% | +5.7% | -15.0% | -9.8% |
| 3M | -21.8% | +38.1% | -59.9% | -24.1% |
| 6M | -22.0% | +0.3% | -22.3% | -22.5% |
| YTD | +11.9% | +19.9% | -8.0% | +9.5% |
| 1Y | +11.6% | +24.6% | -13.0% | +8.6% |
| 3Y | +2.2% | +96.6% | -94.4% | -4.7% |
| 5Y | +14.9% | +77.7% | -62.8% | +7.0% |
| 10Y | +214.2% | +150.7% | +63.5% | +178.9% |
| All | +351.2% | +370.1% | -18.9% | +264.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling