+196.7%
W vs RRX
+231.0%
-34.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +2.0% |
| 7D | +0.2% | +4.3% | -4.2% | -2.8% |
| 30D | +6.8% | +12.3% | -5.5% | -3.5% |
| 3M | +10.7% | +3.7% | +7.0% | +5.0% |
| 6M | +86.3% | -13.9% | +100.3% | +97.5% |
| YTD | +11.5% | +26.5% | -15.0% | -17.1% |
| 1Y | +5.1% | +29.3% | -24.2% | -23.5% |
| 3Y | +171.0% | +65.6% | +105.4% | +65.5% |
| 5Y | -56.6% | +10.6% | -67.3% | -65.0% |
| 10Y | +213.4% | +202.9% | +10.5% | +16.7% |
| All | +196.7% | +231.0% | -34.3% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling