+115.3%
SPOT vs RRX
+17.8%
+97.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | 0.0% |
| 7D | -3.1% | -0.3% | -2.7% | -3.0% |
| 30D | +7.4% | -6.1% | +13.5% | +8.8% |
| 3M | +8.2% | -23.1% | +31.2% | +12.8% |
| 6M | +2.2% | -19.5% | +21.7% | +3.6% |
| YTD | -9.5% | +16.1% | -25.5% | -19.7% |
| 1Y | -23.8% | +12.9% | -36.8% | -32.3% |
| 3Y | +233.5% | +7.9% | +225.5% | +184.2% |
| All | +115.3% | +17.8% | +97.4% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling