+17.9%
RRX vs EXEL
+194.6%
-176.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -2.7% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -8.0% | +10.1% | -18.1% | -9.8% |
| 3M | -25.1% | +10.1% | -35.1% | -26.7% |
| 6M | -18.3% | +37.7% | -55.9% | -23.5% |
| YTD | +14.2% | +33.1% | -18.9% | +7.2% |
| 1Y | +13.0% | +52.4% | -39.3% | +3.0% |
| 3Y | +4.2% | +163.8% | -159.6% | -19.2% |
| 5Y | +17.9% | +198.5% | -180.6% | -15.9% |
| All | +17.9% | +194.6% | -176.7% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling