+904.2%
RRX vs SNY
+241.9%
+662.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | -0.3% | -3.3% | +3.0% | +1.0% |
| 30D | -6.1% | -2.2% | -4.0% | -5.4% |
| 3M | -23.1% | -3.0% | -20.0% | -22.7% |
| 6M | -19.5% | +2.7% | -22.3% | -21.1% |
| YTD | +16.1% | -6.8% | +22.9% | +18.3% |
| 1Y | +12.9% | -5.3% | +18.2% | +13.9% |
| 3Y | +7.9% | -9.8% | +17.7% | +6.9% |
| 5Y | +19.1% | +9.7% | +9.4% | +5.0% |
| 10Y | +225.8% | +64.5% | +161.3% | +131.7% |
| All | +904.2% | +241.9% | +662.3% | +355.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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