+17.9%
RRX vs SPY
+81.0%
-63.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -1.9% |
| 7D | -0.7% | -0.4% | -0.4% | -0.2% |
| 30D | -8.0% | -1.4% | -6.6% | -6.2% |
| 3M | -25.1% | +3.7% | -28.8% | -28.2% |
| 6M | -18.3% | +13.0% | -31.3% | -29.7% |
| YTD | +14.2% | +12.4% | +1.8% | -0.9% |
| 1Y | +13.0% | +18.5% | -5.5% | -8.2% |
| 3Y | +4.2% | +77.6% | -73.4% | -46.8% |
| 5Y | +17.9% | +81.7% | -63.8% | -41.4% |
| All | +17.9% | +81.0% | -63.1% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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