+35.3%
W vs RRX
+3.6%
+31.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.9% |
| 7D | +5.9% | -0.7% | +6.6% | +6.4% |
| 30D | -3.0% | -8.0% | +4.9% | +2.3% |
| 3M | +40.3% | -25.1% | +65.4% | +66.9% |
| 6M | +32.2% | -18.3% | +50.5% | +43.3% |
| YTD | -0.3% | +14.2% | -14.4% | -20.4% |
| 1Y | +16.2% | +13.0% | +3.1% | -8.5% |
| All | +35.3% | +3.6% | +31.7% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling