+4,301.3%
RRX vs COO
+5,462.0%
-1,160.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | 0.0% | +4.5% | -4.5% | -0.4% |
| 30D | +9.0% | +16.9% | -7.9% | +7.4% |
| 3M | +4.0% | -16.7% | +20.7% | +5.5% |
| 6M | -15.7% | +5.9% | -21.7% | -16.5% |
| YTD | +29.0% | -22.4% | +51.4% | +31.6% |
| 1Y | +35.2% | -10.1% | +45.4% | +36.2% |
| 3Y | +67.7% | -22.8% | +90.5% | +71.0% |
| 5Y | +14.9% | -41.4% | +56.3% | +19.6% |
| 10Y | +216.8% | +41.3% | +175.6% | +210.6% |
| All | +4,301.3% | +5,462.0% | -1,160.7% | +3,887.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling