+746.4%
TEAM vs RRX
+217.4%
+529.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +1.4% |
| 7D | -4.7% | -0.7% | -3.9% | -4.5% |
| 30D | +17.0% | -8.0% | +25.0% | +19.3% |
| 3M | +85.9% | -25.1% | +111.0% | +95.5% |
| 6M | +116.7% | -18.3% | +134.9% | +115.8% |
| YTD | +9.6% | +14.2% | -4.5% | -5.7% |
| 1Y | -2.5% | +13.0% | -15.6% | -16.6% |
| 3Y | -14.0% | +4.2% | -18.2% | -27.2% |
| 5Y | -53.1% | +17.9% | -71.0% | -62.0% |
| 10Y | +502.9% | +220.4% | +282.5% | +242.8% |
| All | +746.4% | +217.4% | +529.0% | +388.1% |
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 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