+1,127.7%
RSP vs RRX
+1,256.6%
-128.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.8% | +3.4% | -4.2% | -2.1% |
| 30D | -0.3% | -11.1% | +10.8% | +4.2% |
| 3M | +4.3% | -23.7% | +28.0% | +13.4% |
| 6M | +8.8% | -22.0% | +30.8% | +15.1% |
| YTD | +15.3% | +16.5% | -1.2% | +2.3% |
| 1Y | +18.3% | +11.5% | +6.8% | +5.9% |
| 3Y | +52.8% | +1.5% | +51.3% | +32.5% |
| 5Y | +51.7% | +18.3% | +33.4% | +18.3% |
| 10Y | +208.5% | +209.8% | -1.3% | +46.1% |
| All | +1,127.7% | +1,256.6% | -128.8% | +202.7% |
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