-48.8%
SE vs RRX
+30.0%
-78.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.6% | +8.1% | +4.8% |
| 7D | +6.7% | +7.6% | -1.0% | +5.8% |
| 30D | -17.2% | +7.5% | -24.7% | -17.9% |
| 3M | -28.0% | -21.0% | -7.0% | -27.0% |
| 6M | -6.1% | -18.1% | +12.0% | -6.0% |
| YTD | -37.1% | +24.3% | -61.4% | -42.0% |
| 1Y | -48.8% | +29.3% | -78.1% | -53.5% |
| All | -48.8% | +30.0% | -78.8% | -53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling