+217.3%
RRX vs FDS
+64.8%
+152.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.1% |
| 7D | -0.3% | -14.0% | +13.6% | +4.7% |
| 30D | -6.1% | -6.2% | +0.1% | -4.5% |
| 3M | -23.1% | +10.2% | -33.2% | -27.5% |
| 6M | -19.5% | +27.4% | -47.0% | -31.1% |
| YTD | +16.1% | -9.3% | +25.3% | +15.1% |
| 1Y | +12.9% | -28.6% | +41.6% | +25.6% |
| 3Y | +7.9% | -36.8% | +44.8% | +27.1% |
| 5Y | +19.1% | -28.6% | +47.7% | +29.1% |
| All | +217.3% | +64.8% | +152.5% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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