+171.0%
W vs RRX
+64.5%
+106.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.9% |
| 7D | +0.2% | +4.3% | -4.2% | -2.7% |
| 30D | +6.8% | +12.3% | -5.5% | -3.0% |
| 3M | +10.7% | +3.7% | +7.0% | +5.4% |
| 6M | +86.3% | -13.9% | +100.3% | +97.8% |
| YTD | +11.5% | +26.5% | -15.0% | -21.2% |
| 1Y | +5.1% | +29.3% | -24.2% | -27.7% |
| 3Y | +171.0% | +65.6% | +105.4% | +37.6% |
| All | +171.0% | +64.5% | +106.5% | +37.6% |
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