+4,576.8%
RRX vs M
+444.9%
+4,131.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | 0.0% | +5.0% | -5.0% | -1.5% |
| 30D | +9.0% | +10.6% | -1.6% | +5.7% |
| 3M | +4.0% | +1.6% | +2.4% | +3.0% |
| 6M | -15.7% | +30.8% | -46.6% | -22.4% |
| YTD | +29.0% | +16.9% | +12.1% | +22.2% |
| 1Y | +35.2% | +26.3% | +9.0% | +25.4% |
| 3Y | +67.7% | +158.6% | -90.9% | +23.4% |
| 5Y | +14.9% | +2.1% | +12.8% | +1.0% |
| 10Y | +216.8% | -4.3% | +221.2% | +131.5% |
| All | +4,576.8% | +444.9% | +4,131.9% | +1,974.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling