-55.9%
W vs RRX
+9.8%
-65.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +2.1% |
| 7D | +0.2% | +4.3% | -4.2% | -3.0% |
| 30D | +6.8% | +12.3% | -5.5% | -4.2% |
| 3M | +10.7% | +3.7% | +7.0% | +4.6% |
| 6M | +86.3% | -13.9% | +100.3% | +97.9% |
| YTD | +11.5% | +26.5% | -15.0% | -22.0% |
| 1Y | +5.1% | +29.3% | -24.2% | -28.4% |
| 3Y | +171.0% | +65.6% | +105.4% | +42.3% |
| All | -55.9% | +9.8% | -65.7% | -70.9% |
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 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