+11.0%
S vs RRX
+9.8%
+1.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +1.9% |
| 7D | +0.1% | -3.7% | +3.8% | 0.0% |
| 30D | -11.8% | -9.3% | -2.5% | -12.0% |
| 3M | +33.9% | -21.8% | +55.7% | +33.1% |
| 6M | +40.1% | -22.0% | +62.1% | +38.0% |
| YTD | +32.1% | +11.9% | +20.1% | +24.3% |
| 1Y | +11.0% | +11.6% | -0.6% | +3.4% |
| All | +11.0% | +9.8% | +1.2% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling