+2,832.1%
RRX vs SPY
+3,091.8%
-259.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | -11.1% | +0.1% | -11.2% | -11.2% |
| 3M | -23.7% | +2.0% | -25.7% | -24.7% |
| 6M | -22.0% | +13.0% | -35.0% | -29.9% |
| YTD | +16.5% | +13.5% | +2.9% | +4.2% |
| 1Y | +11.5% | +20.0% | -8.5% | -5.2% |
| 3Y | +1.5% | +77.2% | -75.7% | -39.3% |
| 5Y | +18.3% | +81.9% | -63.6% | -30.2% |
| 10Y | +209.8% | +314.1% | -104.3% | -11.1% |
| All | +2,832.1% | +3,091.8% | -259.7% | +204.0% |
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