-62.8%
W vs RRX
+14.8%
-77.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.7% | -1.2% |
| 7D | +0.5% | -3.7% | +4.2% | +3.4% |
| 30D | -5.6% | -9.3% | +3.7% | +1.5% |
| 3M | +41.9% | -21.8% | +63.7% | +66.7% |
| 6M | +30.2% | -22.0% | +52.2% | +47.9% |
| YTD | -2.9% | +11.9% | -14.9% | -22.9% |
| 1Y | +11.6% | +11.6% | 0.0% | -13.2% |
| 3Y | +37.0% | +2.2% | +34.8% | +13.9% |
| 5Y | -62.8% | +14.9% | -77.7% | -73.2% |
| All | -62.8% | +14.8% | -77.6% | -73.2% |
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 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