-35.7%
U vs RRX
+78.8%
-114.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.7% | +0.8% | +2.6% |
| 7D | +5.5% | -0.3% | +5.9% | +5.7% |
| 30D | -1.3% | -6.1% | +4.9% | +1.8% |
| 3M | +64.6% | -23.1% | +87.6% | +82.3% |
| 6M | +119.4% | -19.5% | +138.9% | +128.9% |
| YTD | -0.5% | +16.1% | -16.5% | -20.0% |
| 1Y | +1.3% | +12.9% | -11.6% | -17.8% |
| 3Y | +15.6% | +7.9% | +7.7% | -9.3% |
| 5Y | -67.5% | +19.1% | -86.6% | -76.3% |
| All | -35.7% | +78.8% | -114.5% | -50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling