+4,122.9%
RRX vs M
+396.5%
+3,726.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.5% |
| 7D | +3.4% | +4.7% | -1.3% | +2.2% |
| 30D | -11.1% | -9.6% | -1.5% | -8.7% |
| 3M | -23.7% | +0.9% | -24.6% | -24.1% |
| 6M | -22.0% | +22.3% | -44.3% | -26.3% |
| YTD | +16.5% | +6.5% | +10.0% | +13.7% |
| 1Y | +11.5% | +38.8% | -27.3% | +1.3% |
| 3Y | +1.5% | +115.9% | -114.4% | -21.7% |
| 5Y | +18.3% | +28.6% | -10.4% | -2.5% |
| 10Y | +209.8% | -2.5% | +212.3% | +125.9% |
| All | +4,122.9% | +396.5% | +3,726.4% | +1,831.0% |
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