+1,994.8%
RSG vs RRX
+811.6%
+1,183.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | 0.0% |
| 7D | 0.0% | -0.3% | +0.4% | +0.1% |
| 30D | +4.0% | -6.1% | +10.1% | +5.3% |
| 3M | +7.4% | -23.1% | +30.4% | +12.1% |
| 6M | +0.1% | -19.5% | +19.6% | +2.0% |
| YTD | +6.0% | +16.1% | -10.0% | -1.6% |
| 1Y | -3.0% | +12.9% | -15.9% | -10.0% |
| 3Y | +56.5% | +7.9% | +48.6% | +39.2% |
| 5Y | +90.9% | +19.1% | +71.8% | +60.4% |
| 10Y | +428.7% | +225.8% | +202.9% | +222.7% |
| All | +1,994.8% | +811.6% | +1,183.2% | +804.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling