+9.2%
RRX vs SPY
+72.1%
-63.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | +4.3% | +2.6% | +1.7% | +0.8% |
| 30D | +12.3% | -2.0% | +14.3% | +16.0% |
| 3M | +3.7% | -2.8% | +6.4% | +8.4% |
| 6M | -13.9% | +2.1% | -16.1% | -15.2% |
| YTD | +26.5% | +11.5% | +15.0% | +11.5% |
| 1Y | +29.3% | +13.5% | +15.9% | +11.6% |
| 3Y | +65.6% | +77.7% | -12.1% | -15.1% |
| All | +9.2% | +72.1% | -63.0% | -42.6% |
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