+70.3%
T vs RRX
+228.4%
-158.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.5% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | +7.5% | -6.1% | +13.6% | +8.4% |
| 3M | +14.8% | -23.1% | +37.9% | +18.4% |
| 6M | -1.7% | -19.5% | +17.8% | -0.3% |
| YTD | +8.7% | +16.1% | -7.4% | +2.6% |
| 1Y | -7.5% | +12.9% | -20.4% | -12.6% |
| 3Y | +110.2% | +7.9% | +102.3% | +91.7% |
| 5Y | +71.6% | +19.1% | +52.5% | +46.5% |
| All | +70.3% | +228.4% | -158.1% | +2.5% |
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 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