+940.7%
RRX vs RL
+1,366.2%
-425.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.6% |
| 7D | +3.4% | -0.8% | +4.3% | +3.7% |
| 30D | -11.1% | -7.8% | -3.4% | -8.7% |
| 3M | -23.7% | -4.0% | -19.7% | -22.8% |
| 6M | -22.0% | -1.9% | -20.1% | -21.5% |
| YTD | +16.5% | -0.2% | +16.6% | +16.1% |
| 1Y | +11.5% | +10.7% | +0.8% | +7.2% |
| 3Y | +1.5% | +210.8% | -209.2% | -32.3% |
| 5Y | +18.3% | +238.2% | -220.0% | -24.9% |
| 10Y | +209.8% | +313.4% | -103.6% | +72.7% |
| All | +940.7% | +1,366.2% | -425.4% | +265.9% |
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