+217.3%
RRX vs NYT
+489.9%
-272.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | -0.3% | -0.6% | +0.2% | -0.1% |
| 30D | -6.1% | +4.6% | -10.7% | -7.7% |
| 3M | -23.1% | -9.6% | -13.5% | -20.4% |
| 6M | -19.5% | -14.0% | -5.5% | -15.4% |
| YTD | +16.1% | -2.8% | +18.9% | +16.0% |
| 1Y | +12.9% | +15.6% | -2.7% | +5.3% |
| 3Y | +7.9% | +56.3% | -48.4% | -11.5% |
| 5Y | +19.1% | +39.5% | -20.4% | -1.9% |
| All | +217.3% | +489.9% | -272.6% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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