-11.1%
SRE vs RL
+15.3%
-26.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | +1.8% | +2.6% | -0.8% | +1.5% |
| 30D | -3.0% | +2.9% | -5.9% | -3.2% |
| 3M | -7.3% | 0.0% | -7.3% | -7.3% |
| 6M | -11.9% | +17.1% | -29.0% | -13.5% |
| YTD | -7.9% | +10.1% | -18.0% | -10.0% |
| 1Y | -11.1% | +17.3% | -28.5% | -14.8% |
| All | -11.1% | +15.3% | -26.4% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling