+29.9%
SPGI vs RRX
+64.5%
-34.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.2% |
| 7D | +1.2% | +4.3% | -3.1% | +1.0% |
| 30D | +15.9% | +12.3% | +3.6% | +14.9% |
| 3M | +12.3% | +3.7% | +8.6% | +11.9% |
| 6M | +23.7% | -13.9% | +37.6% | +24.1% |
| YTD | -3.5% | +26.5% | -30.0% | -10.0% |
| 1Y | +0.4% | +29.3% | -28.9% | -6.8% |
| 3Y | +29.9% | +65.6% | -35.7% | +8.4% |
| All | +29.9% | +64.5% | -34.6% | +8.4% |
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 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