+19.6%
RRX vs RL
+241.4%
-221.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +1.1% |
| 7D | +4.3% | +1.9% | +2.4% | +3.2% |
| 30D | -8.0% | -12.2% | +4.2% | -1.7% |
| 3M | -22.0% | -6.6% | -15.4% | -19.6% |
| 6M | -11.9% | +3.2% | -15.1% | -13.8% |
| YTD | +17.1% | -1.3% | +18.4% | +16.7% |
| 1Y | +14.9% | +13.6% | +1.3% | +6.3% |
| 3Y | +6.9% | +210.9% | -204.0% | -41.3% |
| 5Y | +19.6% | +246.9% | -227.3% | -41.4% |
| All | +19.6% | +241.4% | -221.9% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling