+19.6%
RRX vs COO
-39.5%
+59.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +1.8% |
| 7D | +4.3% | -2.3% | +6.6% | +5.4% |
| 30D | -8.0% | -8.8% | +0.8% | -4.1% |
| 3M | -22.0% | +1.3% | -23.4% | -23.2% |
| 6M | -11.9% | -11.6% | -0.3% | -7.2% |
| YTD | +17.1% | -17.4% | +34.5% | +27.9% |
| 1Y | +14.9% | -1.6% | +16.5% | +14.8% |
| 3Y | +6.9% | -22.6% | +29.5% | +16.2% |
| 5Y | +19.6% | -40.3% | +59.9% | +32.0% |
| All | +19.6% | -39.5% | +59.0% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling