+152.8%
RRX vs INVH
+75.5%
+77.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.7% |
| 7D | -3.7% | -3.1% | -0.6% | -2.0% |
| 30D | -9.3% | -7.5% | -1.8% | -5.5% |
| 3M | -21.8% | -6.3% | -15.5% | -19.5% |
| 6M | -22.0% | +9.4% | -31.4% | -26.8% |
| YTD | +11.9% | +1.4% | +10.5% | +9.6% |
| 1Y | +11.6% | -4.1% | +15.7% | +12.4% |
| 3Y | +2.2% | -9.2% | +11.4% | +4.8% |
| 5Y | +14.9% | -19.6% | +34.5% | +25.0% |
| All | +152.8% | +75.5% | +77.3% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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