-18.3%
RRX vs ITOT
+15.2%
-33.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.2% |
| 7D | -0.7% | -0.4% | -0.4% | +0.2% |
| 30D | -8.0% | -1.6% | -6.4% | -4.3% |
| 3M | -25.1% | +3.5% | -28.6% | -31.0% |
| 6M | -18.3% | +13.1% | -31.4% | -39.5% |
| All | -18.3% | +15.2% | -33.5% | -39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling