+10.0%
S vs RRX
+3.6%
+6.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.7% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | -12.6% | -8.0% | -4.6% | -10.6% |
| 3M | +27.6% | -25.1% | +52.6% | +35.7% |
| 6M | +35.5% | -18.3% | +53.7% | +36.7% |
| YTD | +29.6% | +14.2% | +15.4% | +11.3% |
| 1Y | +8.1% | +13.0% | -4.9% | -7.9% |
| All | +10.0% | +3.6% | +6.4% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling