+589.4%
SE vs RRX
+136.2%
+453.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -1.0% |
| 7D | -6.1% | +3.4% | -9.5% | -7.5% |
| 30D | -2.5% | -11.1% | +8.7% | +2.3% |
| 3M | +21.7% | -23.7% | +45.4% | +32.6% |
| 6M | +27.0% | -22.0% | +49.0% | +33.7% |
| YTD | -12.1% | +16.5% | -28.6% | -24.6% |
| 1Y | -40.9% | +11.5% | -52.4% | -48.9% |
| 3Y | +191.0% | +1.5% | +189.5% | +143.9% |
| 5Y | -68.3% | +18.3% | -86.5% | -75.7% |
| All | +589.4% | +136.2% | +453.2% | +246.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling