+163.6%
W vs RRX
+204.9%
-41.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.4% |
| 7D | -4.2% | +3.4% | -7.6% | -6.5% |
| 30D | -7.6% | -11.1% | +3.6% | +0.4% |
| 3M | +37.2% | -23.7% | +60.9% | +62.8% |
| 6M | +26.3% | -22.0% | +48.3% | +42.7% |
| YTD | -1.0% | +16.5% | -17.5% | -19.9% |
| 1Y | +20.1% | +11.5% | +8.6% | -1.3% |
| 3Y | +37.8% | +1.5% | +36.3% | +20.8% |
| 5Y | -63.7% | +18.3% | -81.9% | -71.2% |
| 10Y | +156.3% | +209.8% | -53.5% | -0.9% |
| All | +163.6% | +204.9% | -41.3% | -9.1% |
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