+4,035.0%
RRX vs ES
+1,235.9%
+2,799.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.4% | +6.3% |
| 7D | +7.5% | +1.9% | +5.6% | +6.8% |
| 30D | +3.0% | +7.1% | -4.1% | +0.6% |
| 3M | -5.3% | -1.9% | -3.4% | -5.2% |
| 6M | -26.6% | +4.4% | -31.0% | -28.1% |
| YTD | +21.2% | +7.3% | +13.9% | +17.6% |
| 1Y | +25.9% | +2.1% | +23.8% | +23.6% |
| 3Y | +71.7% | +41.8% | +29.9% | +50.2% |
| 5Y | +7.8% | +1.4% | +6.3% | +3.3% |
| 10Y | +242.9% | +86.8% | +156.1% | +168.7% |
| All | +4,035.0% | +1,235.9% | +2,799.0% | +2,119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling