+83.1%
SPY vs RRX
+17.0%
+66.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.1% |
| 7D | -0.4% | -0.7% | +0.4% | -0.2% |
| 30D | -1.4% | -8.0% | +6.6% | +0.5% |
| 3M | +3.7% | -25.1% | +28.8% | +9.9% |
| 6M | +13.0% | -18.3% | +31.3% | +16.0% |
| YTD | +12.4% | +14.2% | -1.8% | +4.6% |
| 1Y | +18.5% | +13.0% | +5.5% | +10.0% |
| 3Y | +77.6% | +4.2% | +73.4% | +62.6% |
| All | +83.1% | +17.0% | +66.1% | +58.1% |
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