+175.6%
RRX vs USFR
+27.5%
+148.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +3.4% | +0.1% | +3.4% | +3.4% |
| 30D | -11.1% | +0.3% | -11.4% | -11.2% |
| 3M | -23.7% | +1.0% | -24.7% | -23.9% |
| 6M | -22.0% | +1.9% | -23.9% | -22.4% |
| YTD | +16.5% | +2.6% | +13.9% | +15.6% |
| 1Y | +11.5% | +4.0% | +7.5% | +10.3% |
| 3Y | +1.5% | +14.1% | -12.6% | -2.2% |
| 5Y | +18.3% | +20.4% | -2.1% | +12.1% |
| 10Y | +209.8% | +28.0% | +181.8% | +192.4% |
| All | +175.6% | +27.5% | +148.1% | +157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling