+14.7%
RRX vs RL
+240.9%
-226.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.8% | +1.1% | +3.7% |
| 7D | +12.3% | +0.2% | +12.1% | +12.1% |
| 30D | +9.5% | +7.3% | +2.2% | +5.2% |
| 3M | +1.8% | +1.0% | +0.7% | +0.7% |
| 6M | -15.3% | +11.8% | -27.1% | -21.5% |
| YTD | +29.6% | +13.6% | +16.0% | +19.1% |
| 1Y | +34.1% | +24.0% | +10.0% | +17.3% |
| 3Y | +74.0% | +256.6% | -182.6% | -15.2% |
| 5Y | +14.7% | +240.2% | -225.5% | -45.8% |
| All | +14.7% | +240.9% | -226.2% | -45.8% |
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