-66.9%
SE vs RRX
+14.8%
-81.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.2% |
| 7D | -4.8% | -3.7% | -1.0% | -3.3% |
| 30D | -18.1% | -9.3% | -8.8% | -15.0% |
| 3M | +30.6% | -21.8% | +52.4% | +39.8% |
| 6M | +20.8% | -22.0% | +42.8% | +26.7% |
| YTD | -15.6% | +11.9% | -27.5% | -27.2% |
| 1Y | -44.2% | +11.6% | -55.8% | -52.5% |
| 3Y | +181.5% | +2.2% | +179.4% | +133.0% |
| 5Y | -66.9% | +14.9% | -81.8% | -76.0% |
| All | -66.9% | +14.8% | -81.7% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling