+9.2%
RRX vs COO
-40.4%
+49.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | +4.3% | +0.5% | +3.9% | +4.2% |
| 30D | +12.3% | +14.2% | -1.8% | +5.3% |
| 3M | +3.7% | -18.2% | +21.9% | +12.6% |
| 6M | -13.9% | +5.3% | -19.3% | -18.9% |
| YTD | +26.5% | -23.6% | +50.0% | +41.7% |
| 1Y | +29.3% | -12.7% | +42.0% | +35.4% |
| 3Y | +65.6% | -24.2% | +89.7% | +79.2% |
| All | +9.2% | -40.4% | +49.5% | +25.8% |
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 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