+220.4%
RRX vs M
-7.1%
+227.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -1.5% |
| 7D | -0.7% | -4.1% | +3.3% | +0.3% |
| 30D | -8.0% | -13.6% | +5.7% | -4.6% |
| 3M | -25.1% | -2.3% | -22.8% | -24.8% |
| 6M | -18.3% | +21.9% | -40.2% | -22.4% |
| YTD | +14.2% | -0.6% | +14.7% | +13.6% |
| 1Y | +13.0% | +29.7% | -16.7% | +5.2% |
| 3Y | +4.2% | +107.3% | -103.1% | -16.7% |
| 5Y | +17.9% | +20.5% | -2.6% | +1.0% |
| 10Y | +220.4% | -6.1% | +226.5% | +130.8% |
| All | +220.4% | -7.1% | +227.5% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling