+3,874.2%
RRX vs ES
+1,243.3%
+2,630.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | +3.4% | +0.3% | +3.2% | +3.4% |
| 30D | -11.1% | -2.0% | -9.2% | -10.6% |
| 3M | -23.7% | +1.7% | -25.4% | -24.4% |
| 6M | -22.0% | -3.5% | -18.4% | -21.4% |
| YTD | +16.5% | +7.9% | +8.6% | +13.3% |
| 1Y | +11.5% | +17.2% | -5.7% | +5.2% |
| 3Y | +1.5% | +29.3% | -27.8% | -8.5% |
| 5Y | +18.3% | -5.7% | +24.0% | +16.3% |
| 10Y | +209.8% | +85.2% | +124.6% | +144.3% |
| All | +3,874.2% | +1,243.3% | +2,630.9% | +2,037.8% |
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 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