+363.5%
SE vs RRX
+156.4%
+207.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.1% |
| 7D | -0.5% | +4.3% | -4.8% | -2.3% |
| 30D | -20.9% | +12.3% | -33.3% | -25.2% |
| 3M | -38.9% | +3.7% | -42.5% | -40.5% |
| 6M | -19.4% | -13.9% | -5.5% | -17.9% |
| YTD | -40.9% | +26.5% | -67.4% | -51.5% |
| 1Y | -46.2% | +29.3% | -75.5% | -56.6% |
| 3Y | +63.7% | +65.6% | -1.8% | +4.6% |
| 5Y | -77.9% | +10.6% | -88.6% | -82.6% |
| All | +363.5% | +156.4% | +207.1% | +122.8% |
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