+3.0%
RRX vs RL
+214.6%
-211.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -1.0% |
| 7D | +3.4% | -0.8% | +4.3% | +3.8% |
| 30D | -11.1% | -7.8% | -3.4% | -7.3% |
| 3M | -23.7% | -4.0% | -19.7% | -22.4% |
| 6M | -22.0% | -1.9% | -20.1% | -21.6% |
| YTD | +16.5% | -0.2% | +16.6% | +15.1% |
| 1Y | +11.5% | +10.7% | +0.8% | +3.7% |
| All | +3.0% | +214.6% | -211.6% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling