+7.9%
RRX vs ITOT
+75.8%
-67.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +2.3% |
| 7D | -0.3% | -0.9% | +0.6% | +1.3% |
| 30D | -6.1% | -1.5% | -4.7% | -3.7% |
| 3M | -23.1% | +3.6% | -26.6% | -27.0% |
| 6M | -19.5% | +13.7% | -33.2% | -33.7% |
| YTD | +16.1% | +12.9% | +3.1% | -3.2% |
| 1Y | +12.9% | +17.2% | -4.3% | -10.8% |
| 3Y | +7.9% | +75.6% | -67.7% | -45.6% |
| All | +7.9% | +75.8% | -67.8% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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