+6.2%
RRX vs BWA
+67.1%
-61.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -8.0% | -5.6% | -2.4% | -4.8% |
| 3M | -25.1% | -10.7% | -14.4% | -20.0% |
| 6M | -18.3% | +23.2% | -41.4% | -29.5% |
| YTD | +14.2% | +46.0% | -31.8% | -16.2% |
| 1Y | +13.0% | +51.2% | -38.1% | -19.5% |
| All | +6.2% | +67.1% | -61.0% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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