-41.0%
TECH vs RRX
+14.2%
-55.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.4% |
| 7D | +0.2% | +12.6% | -12.4% | -3.7% |
| 30D | +0.5% | +10.6% | -10.1% | -3.5% |
| 3M | +1.0% | +4.6% | -3.7% | -1.6% |
| 6M | +54.1% | -13.6% | +67.7% | +57.4% |
| YTD | +24.4% | +29.4% | -5.0% | +4.3% |
| 1Y | +19.3% | +31.9% | -12.6% | -1.0% |
| 3Y | +28.5% | +68.3% | -39.7% | -7.4% |
| 5Y | -41.0% | +13.2% | -54.2% | -51.3% |
| All | -41.0% | +14.2% | -55.1% | -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