+217.3%
RRX vs USFR
+28.1%
+189.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | -0.3% | +0.1% | -0.5% | -0.5% |
| 30D | -6.1% | +0.4% | -6.5% | -6.5% |
| 3M | -23.1% | +1.0% | -24.1% | -24.0% |
| 6M | -19.5% | +2.0% | -21.5% | -21.5% |
| YTD | +16.1% | +2.8% | +13.3% | +12.1% |
| 1Y | +12.9% | +4.1% | +8.8% | +7.1% |
| 3Y | +7.9% | +14.1% | -6.2% | -9.9% |
| 5Y | +19.1% | +20.6% | -1.5% | -8.6% |
| All | +217.3% | +28.1% | +189.2% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling