+105.8%
V vs RRX
+14.2%
+91.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -0.4% | +12.6% | -13.0% | -2.1% |
| 30D | +6.3% | +10.6% | -4.2% | +4.4% |
| 3M | +17.2% | +4.6% | +12.5% | +15.9% |
| 6M | +29.2% | -13.6% | +42.9% | +30.3% |
| YTD | +20.8% | +29.4% | -8.6% | +10.1% |
| 1Y | +25.0% | +31.9% | -6.9% | +13.2% |
| 3Y | +75.3% | +68.3% | +7.0% | +40.9% |
| 5Y | +105.8% | +13.2% | +92.6% | +84.7% |
| All | +105.8% | +14.2% | +91.7% | +84.7% |
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 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