+1,468.4%
RRX vs FLR
+609.6%
+858.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +4.3% | +0.7% | +3.6% | +4.1% |
| 30D | -8.0% | -0.7% | -7.4% | -8.0% |
| 3M | -22.0% | +14.3% | -36.4% | -25.6% |
| 6M | -11.9% | +25.6% | -37.5% | -18.7% |
| YTD | +17.1% | +42.9% | -25.8% | +3.6% |
| 1Y | +14.9% | +38.7% | -23.9% | +2.1% |
| 3Y | +6.9% | +61.8% | -54.9% | -12.2% |
| 5Y | +19.6% | +254.1% | -234.5% | -25.3% |
| 10Y | +215.9% | +20.0% | +195.9% | +122.7% |
| All | +1,468.4% | +609.6% | +858.8% | +607.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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