+217.3%
RRX vs ES
+82.1%
+135.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.9% |
| 7D | -0.3% | -3.6% | +3.2% | +0.8% |
| 30D | -6.1% | -4.2% | -1.9% | -4.9% |
| 3M | -23.1% | +0.1% | -23.2% | -23.3% |
| 6M | -19.5% | -6.2% | -13.3% | -18.2% |
| YTD | +16.1% | +4.1% | +12.0% | +13.9% |
| 1Y | +12.9% | +10.2% | +2.8% | +7.9% |
| 3Y | +7.9% | +26.1% | -18.1% | -3.4% |
| 5Y | +19.1% | -5.3% | +24.4% | +17.0% |
| All | +217.3% | +82.1% | +135.3% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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