+138.9%
RRX vs FND
+66.0%
+72.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.5% |
| 7D | +3.4% | -5.2% | +8.7% | +5.3% |
| 30D | -11.1% | -19.9% | +8.8% | -4.2% |
| 3M | -23.7% | +2.7% | -26.4% | -25.6% |
| 6M | -22.0% | -21.7% | -0.3% | -16.5% |
| YTD | +16.5% | -17.5% | +34.0% | +21.7% |
| 1Y | +11.5% | -39.3% | +50.8% | +29.3% |
| 3Y | +1.5% | -49.8% | +51.3% | +23.1% |
| 5Y | +18.3% | -60.1% | +78.3% | +46.1% |
| All | +138.9% | +66.0% | +72.9% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling