+19.4%
RRX vs SUI
-32.0%
+51.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +3.4% | -2.8% | +6.3% | +4.6% |
| 30D | -11.1% | -1.2% | -9.9% | -10.8% |
| 3M | -23.7% | -1.7% | -22.0% | -23.9% |
| 6M | -22.0% | -10.5% | -11.5% | -18.8% |
| YTD | +16.5% | -1.8% | +18.3% | +16.0% |
| 1Y | +11.5% | -4.1% | +15.6% | +12.0% |
| 3Y | +1.5% | +11.3% | -9.7% | -7.8% |
| All | +19.4% | -32.0% | +51.4% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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