-68.9%
U vs RRX
+14.8%
-83.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | 0.0% |
| 7D | 0.0% | -3.7% | +3.7% | +2.1% |
| 30D | -4.1% | -9.3% | +5.2% | +1.1% |
| 3M | +57.8% | -21.8% | +79.6% | +74.0% |
| 6M | +103.5% | -22.0% | +125.5% | +115.9% |
| YTD | -4.8% | +11.9% | -16.7% | -24.6% |
| 1Y | -2.4% | +11.6% | -14.0% | -23.5% |
| 3Y | +11.7% | +2.2% | +9.5% | -13.2% |
| 5Y | -68.9% | +14.9% | -83.7% | -78.0% |
| All | -68.9% | +14.8% | -83.6% | -78.0% |
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