+14.9%
RRX vs FGI
+93.1%
-78.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | +4.3% | +5.2% | -0.9% | +4.2% |
| 30D | -8.0% | +65.2% | -73.2% | -9.4% |
| 3M | -22.0% | +30.2% | -52.2% | -23.0% |
| 6M | -11.9% | +87.8% | -99.7% | -14.4% |
| YTD | +17.1% | +32.5% | -15.4% | +14.4% |
| 1Y | +14.9% | +93.6% | -78.7% | +12.0% |
| All | +14.9% | +93.1% | -78.2% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling