+59.4%
SLB vs RRX
+15.2%
+44.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.6% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | +7.1% | -6.1% | +13.2% | +8.4% |
| 3M | +0.6% | -23.1% | +23.7% | +5.2% |
| 6M | +17.6% | -19.5% | +37.1% | +20.5% |
| YTD | +48.5% | +16.1% | +32.4% | +38.6% |
| 1Y | +59.4% | +12.9% | +46.5% | +49.2% |
| All | +59.4% | +15.2% | +44.2% | +49.2% |
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 · 6 months rolling