+1,070.2%
RRX vs RL
+1,549.7%
-479.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.0% |
| 7D | +5.4% | -4.4% | +9.8% | +7.2% |
| 30D | +12.0% | +5.6% | +6.4% | +9.7% |
| 3M | +6.1% | -0.6% | +6.8% | +6.1% |
| 6M | -13.2% | +15.5% | -28.7% | -18.2% |
| YTD | +31.0% | +12.3% | +18.6% | +24.9% |
| 1Y | +38.8% | +19.3% | +19.4% | +29.6% |
| 3Y | +70.3% | +255.5% | -185.3% | +8.2% |
| 5Y | +15.5% | +247.1% | -231.5% | -27.2% |
| 10Y | +213.7% | +346.0% | -132.3% | +69.5% |
| All | +1,070.2% | +1,549.7% | -479.5% | +293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling