+7,716.4%
TPR vs RRX
+1,183.9%
+6,532.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -2.3% | +3.4% | -5.7% | -4.2% |
| 30D | -23.0% | -11.1% | -11.8% | -17.8% |
| 3M | -12.5% | -23.7% | +11.3% | -1.5% |
| 6M | -21.4% | -22.0% | +0.6% | -13.9% |
| YTD | -3.5% | +16.5% | -20.0% | -16.7% |
| 1Y | +17.4% | +11.5% | +5.8% | +2.8% |
| 3Y | +291.3% | +1.5% | +289.7% | +232.4% |
| 5Y | +241.9% | +18.3% | +223.6% | +157.9% |
| 10Y | +322.7% | +209.8% | +112.9% | +81.2% |
| All | +7,716.4% | +1,183.9% | +6,532.6% | +1,220.1% |
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