+155.2%
W vs RRX
+228.4%
-73.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.5% | -1.6% |
| 7D | -0.9% | -0.3% | -0.5% | -0.7% |
| 30D | -4.2% | -6.1% | +1.9% | +0.1% |
| 3M | +26.9% | -23.1% | +49.9% | +49.9% |
| 6M | +31.2% | -19.5% | +50.8% | +45.7% |
| YTD | -1.8% | +16.1% | -17.9% | -21.5% |
| 1Y | +9.3% | +12.9% | -3.6% | -12.3% |
| 3Y | +33.2% | +7.9% | +25.3% | +9.9% |
| 5Y | -62.4% | +19.1% | -81.5% | -71.1% |
| All | +155.2% | +228.4% | -73.2% | -14.9% |
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