+17.9%
RRX vs SM
+119.2%
-101.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -8.0% | +20.3% | -28.3% | -11.7% |
| 3M | -25.1% | +22.9% | -48.0% | -29.1% |
| 6M | -18.3% | +47.8% | -66.1% | -27.8% |
| YTD | +14.2% | +107.5% | -93.3% | -8.8% |
| 1Y | +13.0% | +51.7% | -38.7% | -2.1% |
| 3Y | +4.2% | -0.9% | +5.0% | -3.0% |
| 5Y | +17.9% | +112.2% | -94.4% | -11.8% |
| All | +17.9% | +119.2% | -101.3% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling