+65.6%
RRX vs EXEL
+230.5%
-164.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | +4.3% | -0.8% | +5.2% | +4.5% |
| 30D | +12.3% | +13.1% | -0.8% | +10.4% |
| 3M | +3.7% | +36.3% | -32.7% | -1.3% |
| 6M | -13.9% | +34.5% | -48.4% | -18.1% |
| YTD | +26.5% | +57.4% | -31.0% | +17.0% |
| 1Y | +29.3% | +62.9% | -33.6% | +19.1% |
| 3Y | +65.6% | +229.5% | -164.0% | +24.0% |
| All | +65.6% | +230.5% | -164.9% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling