+216.8%
RRX vs M
-3.0%
+219.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | 0.0% | +5.0% | -5.0% | -1.3% |
| 30D | +9.0% | +10.6% | -1.6% | +5.9% |
| 3M | +4.0% | +1.6% | +2.4% | +3.0% |
| 6M | -15.7% | +30.8% | -46.6% | -21.9% |
| YTD | +29.0% | +16.9% | +12.1% | +22.7% |
| 1Y | +35.2% | +26.3% | +9.0% | +26.1% |
| 3Y | +67.7% | +158.6% | -90.9% | +27.2% |
| 5Y | +14.9% | +2.1% | +12.8% | +1.8% |
| 10Y | +216.8% | -4.3% | +221.2% | +126.5% |
| All | +216.8% | -3.0% | +219.9% | +126.5% |
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