+818.4%
SLB vs RRX
+4,334.9%
-3,516.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -4.3% | 0.0% | -4.3% | -4.5% |
| 30D | +1.9% | +9.0% | -7.1% | -2.0% |
| 3M | -5.7% | +4.0% | -9.7% | -8.0% |
| 6M | -5.3% | -15.7% | +10.4% | -2.2% |
| YTD | +32.2% | +29.0% | +3.2% | +14.1% |
| 1Y | +38.5% | +35.2% | +3.3% | +17.0% |
| 3Y | +1.1% | +67.7% | -66.6% | -24.5% |
| 5Y | +70.3% | +14.9% | +55.4% | +41.1% |
| 10Y | -17.3% | +216.8% | -234.1% | -52.0% |
| All | +818.4% | +4,334.9% | -3,516.5% | +310.0% |
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