+279.2%
RTX vs RRX
+228.4%
+50.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.3% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | -11.0% | -6.1% | -4.8% | -9.3% |
| 3M | +7.7% | -23.1% | +30.7% | +14.5% |
| 6M | -3.9% | -19.5% | +15.6% | -0.8% |
| YTD | +9.0% | +16.1% | -7.1% | -2.3% |
| 1Y | +27.3% | +12.9% | +14.3% | +14.2% |
| 3Y | +172.9% | +7.9% | +165.0% | +129.9% |
| 5Y | +165.2% | +19.1% | +146.1% | +98.9% |
| All | +279.2% | +228.4% | +50.8% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling