+231.0%
RRX vs INDA
+111.6%
+119.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.6% |
| 7D | +4.3% | -1.0% | +5.3% | +4.9% |
| 30D | -8.0% | -2.5% | -5.5% | -6.6% |
| 3M | -22.0% | +4.0% | -26.0% | -23.7% |
| 6M | -11.9% | -1.8% | -10.1% | -10.4% |
| YTD | +17.1% | -9.2% | +26.3% | +24.7% |
| 1Y | +14.9% | -7.2% | +22.1% | +20.6% |
| 3Y | +6.9% | +9.8% | -2.9% | +1.9% |
| 5Y | +19.6% | +7.5% | +12.0% | +15.7% |
| 10Y | +215.9% | +80.8% | +135.2% | +124.2% |
| All | +231.0% | +111.6% | +119.3% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling