+29.3%
RRX vs EXEL
+92.4%
-63.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | +7.6% | +9.8% | -2.1% | +5.7% |
| 30D | +7.5% | +23.6% | -16.1% | +3.1% |
| 3M | -21.0% | +29.9% | -50.9% | -25.3% |
| 6M | -18.1% | +64.7% | -82.8% | -27.8% |
| YTD | +24.3% | +66.0% | -41.7% | +8.3% |
| 1Y | +29.3% | +92.0% | -62.6% | +11.8% |
| All | +29.3% | +92.4% | -63.1% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling