+6.9%
RRX vs M
+120.4%
-113.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.4% |
| 7D | +4.3% | +2.4% | +1.9% | +3.5% |
| 30D | -8.0% | -11.6% | +3.6% | -4.3% |
| 3M | -22.0% | +1.6% | -23.6% | -22.7% |
| 6M | -11.9% | +25.2% | -37.1% | -18.4% |
| YTD | +17.1% | +3.8% | +13.3% | +14.5% |
| 1Y | +14.9% | +36.3% | -21.5% | +2.9% |
| 3Y | +6.9% | +116.3% | -109.5% | -20.1% |
| All | +6.9% | +120.4% | -113.6% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling