-35.1%
TLT vs RRX
+14.8%
-49.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -1.1% |
| 7D | -1.6% | -3.7% | +2.2% | -1.5% |
| 30D | -1.3% | -9.3% | +8.0% | -1.2% |
| 3M | -3.7% | -21.8% | +18.1% | -3.4% |
| 6M | -6.4% | -22.0% | +15.7% | -6.1% |
| YTD | -4.5% | +11.9% | -16.4% | -4.6% |
| 1Y | -5.9% | +11.6% | -17.5% | -6.0% |
| 3Y | -2.8% | +2.2% | -5.0% | -3.7% |
| 5Y | -35.1% | +14.9% | -49.9% | -37.4% |
| All | -35.1% | +14.8% | -49.8% | -37.4% |
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