+3,083.2%
RRX vs SPY
+3,034.0%
+49.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.9% |
| 7D | +4.3% | +2.6% | +1.7% | +1.8% |
| 30D | +12.3% | -2.0% | +14.3% | +15.0% |
| 3M | +3.7% | -2.8% | +6.4% | +7.2% |
| 6M | -13.9% | +2.1% | -16.1% | -14.7% |
| YTD | +26.5% | +11.5% | +15.0% | +15.8% |
| 1Y | +29.3% | +13.5% | +15.9% | +16.6% |
| 3Y | +65.6% | +77.7% | -12.1% | -0.5% |
| 5Y | +10.6% | +72.6% | -62.0% | -31.0% |
| 10Y | +202.9% | +308.2% | -105.3% | -11.6% |
| All | +3,083.2% | +3,034.0% | +49.2% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling