+139.5%
SLB vs RRX
+19.6%
+120.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +0.4% | +4.3% | -3.8% | -0.8% |
| 30D | +13.6% | -8.0% | +21.6% | +16.4% |
| 3M | +1.5% | -22.0% | +23.5% | +7.8% |
| 6M | +23.0% | -11.9% | +34.9% | +24.3% |
| YTD | +51.2% | +17.1% | +34.1% | +37.5% |
| 1Y | +63.5% | +14.9% | +48.6% | +48.6% |
| 3Y | +2.5% | +6.9% | -4.4% | -7.7% |
| All | +139.5% | +19.6% | +120.0% | +94.7% |
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