+70.0%
SLB vs RRX
+14.4%
+55.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -4.3% | 0.0% | -4.3% | -4.4% |
| 30D | +1.9% | +9.0% | -7.1% | -1.2% |
| 3M | -5.7% | +4.0% | -9.7% | -7.5% |
| 6M | -5.3% | -15.7% | +10.4% | -2.5% |
| YTD | +32.2% | +29.0% | +3.2% | +16.0% |
| 1Y | +38.5% | +35.2% | +3.3% | +19.2% |
| 3Y | +1.1% | +67.7% | -66.6% | -22.0% |
| All | +70.0% | +14.4% | +55.6% | +36.3% |
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