+56.5%
RSG vs RRX
+5.4%
+51.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.8% |
| 7D | 0.0% | -0.3% | +0.4% | 0.0% |
| 30D | +4.0% | -6.1% | +10.1% | +3.8% |
| 3M | +7.4% | -23.1% | +30.4% | +6.8% |
| 6M | +0.1% | -19.5% | +19.6% | -0.3% |
| YTD | +6.0% | +16.1% | -10.0% | +5.2% |
| 1Y | -3.0% | +12.9% | -15.9% | -3.8% |
| 3Y | +56.5% | +7.9% | +48.6% | +51.9% |
| All | +56.5% | +5.4% | +51.1% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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