+195.9%
RRX vs NWSA
+121.6%
+74.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | -0.7% | -3.4% | +2.7% | +1.0% |
| 30D | -8.0% | +3.9% | -11.9% | -9.8% |
| 3M | -25.1% | +8.9% | -33.9% | -29.3% |
| 6M | -18.3% | +21.2% | -39.4% | -27.6% |
| YTD | +14.2% | +13.8% | +0.3% | +3.6% |
| 1Y | +13.0% | +1.4% | +11.6% | +8.9% |
| 3Y | +4.2% | +44.0% | -39.8% | -15.4% |
| 5Y | +17.9% | +40.5% | -22.6% | -5.6% |
| 10Y | +220.4% | +149.2% | +71.2% | +79.6% |
| All | +195.9% | +121.6% | +74.3% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling