+252.8%
SPOT vs RRX
+162.5%
+90.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.1% |
| 7D | -3.1% | -0.3% | -2.7% | -3.0% |
| 30D | +7.4% | -6.1% | +13.5% | +8.9% |
| 3M | +8.2% | -23.1% | +31.2% | +13.3% |
| 6M | +2.2% | -19.5% | +21.7% | +4.0% |
| YTD | -9.5% | +16.1% | -25.5% | -18.7% |
| 1Y | -23.8% | +12.9% | -36.8% | -31.5% |
| 3Y | +233.5% | +7.9% | +225.5% | +187.5% |
| 5Y | +112.2% | +19.1% | +93.1% | +73.9% |
| All | +252.8% | +162.5% | +90.4% | +131.7% |
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