+9.2%
RRX vs FND
-63.9%
+73.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.4% |
| 7D | +4.3% | -6.8% | +11.2% | +7.3% |
| 30D | +12.3% | +8.0% | +4.3% | +7.9% |
| 3M | +3.7% | -18.9% | +22.6% | +11.3% |
| 6M | -13.9% | +4.7% | -18.6% | -18.6% |
| YTD | +26.5% | -21.6% | +48.0% | +33.8% |
| 1Y | +29.3% | -22.0% | +51.3% | +36.8% |
| 3Y | +65.6% | -40.4% | +106.0% | +92.6% |
| All | +9.2% | -63.9% | +73.0% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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