-52.3%
TEAM vs RRX
+17.8%
-70.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.9% |
| 7D | -5.2% | -0.3% | -4.9% | -5.2% |
| 30D | +15.8% | -6.1% | +21.9% | +17.5% |
| 3M | +101.5% | -23.1% | +124.5% | +110.8% |
| 6M | +138.2% | -19.5% | +157.7% | +137.1% |
| YTD | +10.8% | +16.1% | -5.2% | -10.6% |
| 1Y | +1.7% | +12.9% | -11.2% | -18.0% |
| 3Y | -16.0% | +7.9% | -24.0% | -34.5% |
| All | -52.3% | +17.8% | -70.1% | -64.4% |
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