+1,144.5%
RSP vs RRX
+1,372.7%
-228.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.1% |
| 7D | +2.4% | +4.3% | -2.0% | +0.6% |
| 30D | +4.3% | +12.3% | -8.0% | -1.2% |
| 3M | -0.3% | +3.7% | -4.0% | -3.0% |
| 6M | +9.8% | -13.9% | +23.7% | +12.2% |
| YTD | +16.8% | +26.5% | -9.6% | -0.7% |
| 1Y | +19.5% | +29.3% | -9.8% | +0.3% |
| 3Y | +65.1% | +65.6% | -0.4% | +16.2% |
| 5Y | +48.7% | +10.6% | +38.1% | +19.4% |
| 10Y | +213.6% | +202.9% | +10.7% | +49.4% |
| All | +1,144.5% | +1,372.7% | -228.2% | +193.8% |
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