+553.4%
SE vs RRX
+135.3%
+418.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -2.9% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | -17.1% | -6.1% | -10.9% | -15.0% |
| 3M | +24.0% | -23.1% | +47.0% | +34.5% |
| 6M | +21.0% | -19.5% | +40.5% | +26.0% |
| YTD | -16.7% | +16.1% | -32.8% | -28.5% |
| 1Y | -45.9% | +12.9% | -58.9% | -53.6% |
| 3Y | +177.8% | +7.9% | +169.9% | +124.0% |
| 5Y | -67.4% | +19.1% | -86.5% | -75.1% |
| All | +553.4% | +135.3% | +418.0% | +228.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling