+220.4%
RRX vs COO
+36.7%
+183.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.2% | +3.7% | +0.6% |
| 7D | -0.7% | -9.0% | +8.2% | +3.9% |
| 30D | -8.0% | -16.8% | +8.9% | +0.6% |
| 3M | -25.1% | -7.5% | -17.6% | -22.8% |
| 6M | -18.3% | -16.3% | -2.0% | -11.7% |
| YTD | +14.2% | -22.5% | +36.7% | +28.6% |
| 1Y | +13.0% | -7.0% | +20.0% | +15.8% |
| 3Y | +4.2% | -27.5% | +31.6% | +17.0% |
| 5Y | +17.9% | -43.3% | +61.2% | +46.7% |
| 10Y | +220.4% | +37.6% | +182.9% | +190.8% |
| All | +220.4% | +36.7% | +183.7% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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