+4,321.4%
RRX vs ES
+1,229.2%
+3,092.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.4% | +7.1% |
| 7D | +12.3% | -0.1% | +12.4% | +12.2% |
| 30D | +9.5% | +5.7% | +3.8% | +7.4% |
| 3M | +1.8% | -2.8% | +4.6% | +2.2% |
| 6M | -15.3% | +7.0% | -22.3% | -17.7% |
| YTD | +29.6% | +6.8% | +22.8% | +25.9% |
| 1Y | +34.1% | -0.5% | +34.5% | +32.6% |
| 3Y | +74.0% | +47.2% | +26.9% | +50.6% |
| 5Y | +14.7% | +2.3% | +12.4% | +9.7% |
| 10Y | +229.4% | +85.6% | +143.7% | +158.6% |
| All | +4,321.4% | +1,229.2% | +3,092.1% | +2,276.4% |
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