+217.3%
RRX vs NWSA
+149.4%
+68.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -0.3% | -2.8% | +2.5% | +1.1% |
| 30D | -6.1% | +3.0% | -9.2% | -7.7% |
| 3M | -23.1% | +12.3% | -35.4% | -28.8% |
| 6M | -19.5% | +21.9% | -41.4% | -29.4% |
| YTD | +16.1% | +13.6% | +2.5% | +4.9% |
| 1Y | +12.9% | +0.5% | +12.4% | +9.2% |
| 3Y | +7.9% | +43.8% | -35.8% | -13.5% |
| 5Y | +19.1% | +41.2% | -22.1% | -6.5% |
| All | +217.3% | +149.4% | +68.0% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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