+184.3%
SE vs RRX
+3.6%
+180.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.6% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | -5.3% | -8.0% | +2.7% | -3.8% |
| 3M | +28.1% | -25.1% | +53.1% | +34.0% |
| 6M | +20.7% | -18.3% | +38.9% | +22.3% |
| YTD | -14.8% | +14.2% | -28.9% | -21.4% |
| 1Y | -43.6% | +13.0% | -56.6% | -48.1% |
| All | +184.3% | +3.6% | +180.7% | +183.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling