+19.6%
RRX vs FDS
-20.4%
+40.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.1% |
| 7D | +4.3% | -5.4% | +9.7% | +5.0% |
| 30D | -8.0% | +1.6% | -9.6% | -8.3% |
| 3M | -22.0% | +17.7% | -39.8% | -24.7% |
| 6M | -11.9% | +29.1% | -41.0% | -18.2% |
| YTD | +17.1% | +1.0% | +16.1% | +19.7% |
| 1Y | +14.9% | -21.6% | +36.5% | +32.9% |
| 3Y | +6.9% | -30.1% | +37.0% | +29.9% |
| 5Y | +19.6% | -20.7% | +40.3% | +35.8% |
| All | +19.6% | -20.4% | +40.0% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling