+69.5%
T vs RRX
+17.8%
+51.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.9% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | +7.5% | -6.1% | +13.6% | +7.7% |
| 3M | +14.8% | -23.1% | +37.9% | +15.6% |
| 6M | -1.7% | -19.5% | +17.8% | -1.5% |
| YTD | +8.7% | +16.1% | -7.4% | +6.5% |
| 1Y | -7.5% | +12.9% | -20.4% | -9.3% |
| 3Y | +110.2% | +7.9% | +102.3% | +104.2% |
| All | +69.5% | +17.8% | +51.7% | +59.1% |
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