+6.9%
RRX vs SM
-2.8%
+9.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.2% |
| 7D | +4.3% | -0.2% | +4.4% | +4.3% |
| 30D | -8.0% | +31.5% | -39.5% | -13.7% |
| 3M | -22.0% | +17.3% | -39.4% | -25.4% |
| 6M | -11.9% | +48.5% | -60.4% | -23.6% |
| YTD | +17.1% | +106.3% | -89.2% | -10.9% |
| 1Y | +14.9% | +47.3% | -32.4% | -1.4% |
| 3Y | +6.9% | -1.4% | +8.3% | -3.4% |
| All | +6.9% | -2.8% | +9.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling