+7.9%
RRX vs TKO
+102.7%
-94.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | -0.3% | +2.3% | -2.7% | -1.0% |
| 30D | -6.1% | -2.5% | -3.7% | -5.6% |
| 3M | -23.1% | -10.6% | -12.5% | -20.9% |
| 6M | -19.5% | -5.1% | -14.5% | -19.2% |
| YTD | +16.1% | -8.2% | +24.3% | +17.8% |
| 1Y | +12.9% | -4.4% | +17.4% | +12.7% |
| 3Y | +7.9% | +100.4% | -92.4% | -9.4% |
| All | +7.9% | +102.7% | -94.7% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 3y: compounded portfolio wealth divided by compounded TKO 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…
3y analysis · Full analysis span regression · 6 months rolling