+3,874.2%
RRX vs SAN
+2,116.5%
+1,757.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +3.4% | +1.8% | +1.7% | +2.8% |
| 30D | -11.1% | +2.0% | -13.1% | -11.8% |
| 3M | -23.7% | +19.7% | -43.5% | -28.4% |
| 6M | -22.0% | +30.6% | -52.6% | -28.7% |
| YTD | +16.5% | +28.8% | -12.4% | +6.4% |
| 1Y | +11.5% | +57.8% | -46.3% | -5.1% |
| 3Y | +1.5% | +338.1% | -336.6% | -40.3% |
| 5Y | +18.3% | +384.2% | -366.0% | -34.3% |
| 10Y | +209.8% | +353.1% | -143.4% | +68.3% |
| All | +3,874.2% | +2,116.5% | +1,757.7% | +1,589.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling