+282.6%
TPR vs RRX
+3.6%
+279.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.4% |
| 7D | -7.3% | -0.7% | -6.6% | -7.1% |
| 30D | -30.7% | -8.0% | -22.8% | -28.6% |
| 3M | -21.6% | -25.1% | +3.4% | -14.6% |
| 6M | -21.3% | -18.3% | -3.1% | -17.7% |
| YTD | -10.2% | +14.2% | -24.3% | -17.6% |
| 1Y | +9.5% | +13.0% | -3.5% | +0.3% |
| All | +282.6% | +3.6% | +279.0% | +236.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling