+34.5%
S vs RRX
+29.3%
+5.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.4% |
| 7D | +2.0% | +4.3% | -2.4% | +2.0% |
| 30D | -2.7% | +12.3% | -15.0% | -2.2% |
| 3M | -6.9% | +3.7% | -10.5% | -6.7% |
| 6M | +38.1% | -13.9% | +52.0% | +37.2% |
| YTD | +48.0% | +26.5% | +21.5% | +45.6% |
| 1Y | +34.5% | +29.3% | +5.1% | +32.3% |
| All | +34.5% | +29.3% | +5.1% | +32.3% |
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