+282.6%
SPGI vs RRX
+216.7%
+65.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.4% |
| 7D | -8.9% | -3.7% | -5.2% | -8.0% |
| 30D | +0.6% | -9.3% | +9.9% | +3.1% |
| 3M | +2.0% | -21.8% | +23.8% | +6.8% |
| 6M | +0.1% | -22.0% | +22.1% | +3.1% |
| YTD | -16.4% | +11.9% | -28.4% | -24.2% |
| 1Y | -18.9% | +11.6% | -30.5% | -27.3% |
| 3Y | +13.8% | +2.2% | +11.6% | -0.8% |
| 5Y | +0.5% | +14.9% | -14.3% | -19.8% |
| All | +282.6% | +216.7% | +65.9% | +85.8% |
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