-13.6%
SKDD vs RRX
-19.0%
+5.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.6% | +14.0% | +5.6% |
| 7D | +28.7% | +7.6% | +21.1% | +43.3% |
| 30D | +54.1% | +7.5% | +46.5% | +78.1% |
| 3M | -22.7% | -21.0% | -1.7% | -39.5% |
| All | -13.6% | -19.0% | +5.3% | -22.2% |
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 · Available span rolling