+17.9%
RRX vs SAN
+384.1%
-366.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.9% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | -8.0% | -0.1% | -7.9% | -8.0% |
| 3M | -25.1% | +19.6% | -44.7% | -31.1% |
| 6M | -18.3% | +32.7% | -51.0% | -28.0% |
| YTD | +14.2% | +26.7% | -12.5% | +1.7% |
| 1Y | +13.0% | +51.6% | -38.6% | -6.9% |
| 3Y | +4.2% | +348.7% | -344.5% | -46.7% |
| 5Y | +17.9% | +378.7% | -360.9% | -46.4% |
| All | +17.9% | +384.1% | -366.2% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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