+251.0%
SPOT vs RRX
+158.1%
+92.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.5% |
| 7D | -6.5% | -0.7% | -5.8% | -6.3% |
| 30D | +2.2% | -8.0% | +10.1% | +4.1% |
| 3M | +5.4% | -25.1% | +30.4% | +10.9% |
| 6M | -4.0% | -18.3% | +14.3% | -2.9% |
| YTD | -9.9% | +14.2% | -24.1% | -18.8% |
| 1Y | -27.3% | +13.0% | -40.3% | -34.7% |
| 3Y | +236.4% | +4.2% | +232.2% | +193.3% |
| 5Y | +112.6% | +17.9% | +94.7% | +74.6% |
| All | +251.0% | +158.1% | +92.9% | +131.5% |
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