+6,354.3%
SO vs RRX
+4,247.4%
+2,106.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.4% |
| 7D | +1.4% | +4.3% | -3.0% | +0.9% |
| 30D | +4.7% | +12.3% | -7.6% | +3.2% |
| 3M | +1.7% | +3.7% | -2.0% | +1.0% |
| 6M | +2.2% | -13.9% | +16.1% | +2.7% |
| YTD | +10.0% | +26.5% | -16.5% | +5.4% |
| 1Y | +6.0% | +29.3% | -23.3% | +1.3% |
| 3Y | +54.1% | +65.6% | -11.4% | +39.8% |
| 5Y | +79.6% | +10.6% | +69.0% | +68.4% |
| 10Y | +195.5% | +202.9% | -7.4% | +141.0% |
| All | +6,354.3% | +4,247.4% | +2,106.8% | +4,268.0% |
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