-41.8%
TECH vs RRX
+16.5%
-58.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.7% |
| 7D | -0.1% | -0.7% | +0.7% | +0.2% |
| 30D | +0.3% | -8.0% | +8.3% | +3.0% |
| 3M | +32.9% | -25.1% | +58.0% | +44.0% |
| 6M | +32.1% | -18.3% | +50.3% | +35.5% |
| YTD | +23.4% | +14.2% | +9.2% | +9.5% |
| 1Y | +34.1% | +13.0% | +21.0% | +18.8% |
| 3Y | +2.2% | +4.2% | -2.0% | -9.8% |
| 5Y | -41.8% | +17.9% | -59.7% | -51.3% |
| All | -41.8% | +16.5% | -58.4% | -51.3% |
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