-53.4%
S vs RRX
+30.9%
-84.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.6% |
| 7D | +0.1% | -3.7% | +3.8% | +1.5% |
| 30D | -11.8% | -9.3% | -2.5% | -8.6% |
| 3M | +33.9% | -21.8% | +55.7% | +43.2% |
| 6M | +40.1% | -22.0% | +62.1% | +45.5% |
| YTD | +32.1% | +11.9% | +20.1% | +11.3% |
| 1Y | +11.0% | +11.6% | -0.6% | -7.6% |
| 3Y | +16.9% | +2.2% | +14.8% | -3.9% |
| 5Y | -68.9% | +14.9% | -83.8% | -76.1% |
| All | -53.4% | +30.9% | -84.3% | -62.0% |
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