+4.1%
RRX vs INDA
+6.8%
-2.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -0.8% |
| 7D | -3.7% | -3.6% | -0.1% | -0.1% |
| 30D | -9.3% | -4.0% | -5.3% | -5.6% |
| 3M | -21.8% | +1.7% | -23.5% | -22.8% |
| 6M | -22.0% | -3.6% | -18.4% | -19.0% |
| YTD | +11.9% | -11.0% | +22.9% | +24.4% |
| 1Y | +11.6% | -9.5% | +21.1% | +21.6% |
| All | +4.1% | +6.8% | -2.7% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling