+885.3%
RRX vs ITOT
+885.8%
-0.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.9% |
| 7D | -0.7% | -0.4% | -0.4% | -0.3% |
| 30D | -8.0% | -1.6% | -6.4% | -6.1% |
| 3M | -25.1% | +3.5% | -28.6% | -27.7% |
| 6M | -18.3% | +13.1% | -31.4% | -28.6% |
| YTD | +14.2% | +12.7% | +1.4% | +0.3% |
| 1Y | +13.0% | +18.3% | -5.3% | -6.0% |
| 3Y | +4.2% | +76.4% | -72.2% | -44.9% |
| 5Y | +17.9% | +73.8% | -55.9% | -36.2% |
| 10Y | +220.4% | +301.2% | -80.8% | -35.0% |
| All | +885.3% | +885.8% | -0.5% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling