-45.9%
SE vs RRX
+15.2%
-61.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -1.7% |
| 7D | -5.2% | -0.3% | -4.9% | -5.2% |
| 30D | -17.1% | -6.1% | -10.9% | -16.6% |
| 3M | +24.0% | -23.1% | +47.0% | +25.6% |
| 6M | +21.0% | -19.5% | +40.5% | +19.9% |
| YTD | -16.7% | +16.1% | -32.8% | -21.9% |
| 1Y | -45.9% | +12.9% | -58.9% | -49.5% |
| All | -45.9% | +15.2% | -61.1% | -49.5% |
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