+165.0%
RTX vs RRX
+17.0%
+148.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | -11.6% | -8.0% | -3.6% | -10.6% |
| 3M | +9.2% | -25.1% | +34.2% | +12.4% |
| 6M | -4.4% | -18.3% | +13.9% | -3.3% |
| YTD | +8.9% | +14.2% | -5.3% | +4.0% |
| 1Y | +32.1% | +13.0% | +19.1% | +26.0% |
| 3Y | +151.2% | +4.2% | +147.0% | +137.5% |
| All | +165.0% | +17.0% | +148.0% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling