+1,393.9%
RRX vs FDS
+10,480.1%
-9,086.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +4.3% | +1.5% | +2.9% | +3.9% |
| 30D | +12.3% | +14.8% | -2.5% | +6.9% |
| 3M | +3.7% | +16.3% | -12.6% | -2.6% |
| 6M | -13.9% | +66.2% | -80.1% | -30.0% |
| YTD | +26.5% | +16.2% | +10.2% | +13.0% |
| 1Y | +29.3% | +21.8% | +7.5% | +13.3% |
| 3Y | +65.6% | -23.9% | +89.4% | +69.5% |
| 5Y | +10.6% | -23.1% | +33.8% | +12.3% |
| 10Y | +202.9% | +128.7% | +74.2% | +112.2% |
| All | +1,393.9% | +10,480.1% | -9,086.2% | +375.9% |
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