+1,866.0%
T vs RRX
+3,925.9%
-2,059.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.5% | +4.3% | -5.8% | -2.3% |
| 30D | +7.6% | -8.0% | +15.6% | +9.1% |
| 3M | +15.3% | -22.0% | +37.3% | +19.3% |
| 6M | -8.5% | -11.9% | +3.4% | -8.4% |
| YTD | +6.8% | +17.1% | -10.3% | +0.7% |
| 1Y | -7.2% | +14.9% | -22.1% | -12.7% |
| 3Y | +108.2% | +6.9% | +101.4% | +90.5% |
| 5Y | +66.1% | +19.6% | +46.5% | +45.0% |
| 10Y | +65.3% | +215.9% | -150.6% | +14.0% |
| All | +1,866.0% | +3,925.9% | -2,059.9% | +808.2% |
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