+57.9%
SO vs RRX
+16.5%
+41.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.7% |
| 7D | 0.0% | -0.7% | +0.8% | +0.1% |
| 30D | -2.5% | -8.0% | +5.5% | -2.3% |
| 3M | -4.2% | -25.1% | +20.9% | -3.5% |
| 6M | -7.7% | -18.3% | +10.6% | -7.5% |
| YTD | +3.8% | +14.2% | -10.4% | +2.5% |
| 1Y | +0.1% | +13.0% | -13.0% | -1.3% |
| 3Y | +44.2% | +4.2% | +40.0% | +41.9% |
| 5Y | +57.9% | +17.9% | +40.0% | +47.8% |
| All | +57.9% | +16.5% | +41.3% | +47.8% |
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