+1,276.0%
RRX vs FDS
+9,502.8%
-8,226.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.3% |
| 7D | +3.4% | -1.9% | +5.4% | +4.0% |
| 30D | -11.1% | +9.0% | -20.1% | -13.8% |
| 3M | -23.7% | +18.9% | -42.6% | -29.4% |
| 6M | -22.0% | +35.1% | -57.1% | -32.3% |
| YTD | +16.5% | +5.5% | +11.0% | +8.6% |
| 1Y | +11.5% | -16.8% | +28.3% | +11.8% |
| 3Y | +1.5% | -28.1% | +29.6% | +6.8% |
| 5Y | +18.3% | -17.4% | +35.7% | +18.2% |
| 10Y | +209.8% | +85.4% | +124.4% | +134.5% |
| All | +1,276.0% | +9,502.8% | -8,226.8% | +357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling