-53.2%
S vs RRX
+36.2%
-89.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.3% |
| 7D | -7.7% | +3.4% | -11.2% | -8.9% |
| 30D | -5.3% | -11.1% | +5.8% | -1.1% |
| 3M | +20.3% | -23.7% | +44.0% | +30.2% |
| 6M | +47.4% | -22.0% | +69.4% | +53.1% |
| YTD | +32.5% | +16.5% | +16.1% | +10.1% |
| 1Y | +9.5% | +11.5% | -2.0% | -8.2% |
| 3Y | +15.5% | +1.5% | +14.0% | -3.8% |
| 5Y | -71.2% | +18.3% | -89.5% | -78.2% |
| All | -53.2% | +36.2% | -89.4% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling