+206.0%
RRX vs EXEL
+386.3%
-180.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | -3.7% | -2.9% | -0.9% | -3.3% |
| 30D | -9.3% | +11.9% | -21.2% | -11.1% |
| 3M | -21.8% | +9.2% | -31.0% | -23.2% |
| 6M | -22.0% | +39.1% | -61.1% | -26.5% |
| YTD | +11.9% | +31.0% | -19.1% | +6.3% |
| 1Y | +11.6% | +52.3% | -40.7% | +2.9% |
| 3Y | +2.2% | +159.7% | -157.6% | -16.0% |
| 5Y | +14.9% | +187.7% | -172.9% | -8.6% |
| All | +206.0% | +386.3% | -180.2% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling