+6.2%
RRX vs COO
-27.8%
+33.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.2% | +3.7% | +0.1% |
| 7D | -0.7% | -9.0% | +8.2% | +3.2% |
| 30D | -8.0% | -16.8% | +8.9% | -0.6% |
| 3M | -25.1% | -7.5% | -17.6% | -23.2% |
| 6M | -18.3% | -16.3% | -2.0% | -12.1% |
| YTD | +14.2% | -22.5% | +36.7% | +27.6% |
| 1Y | +13.0% | -7.0% | +20.0% | +16.2% |
| All | +6.2% | -27.8% | +33.9% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling