+31.8%
SRE vs RL
+211.8%
-180.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | +1.4% | +1.9% | -0.4% | +1.1% |
| 30D | +1.9% | -12.2% | +14.1% | +3.9% |
| 3M | -3.3% | -6.6% | +3.4% | -2.5% |
| 6M | -6.4% | +3.2% | -9.6% | -7.6% |
| YTD | -1.8% | -1.3% | -0.5% | -2.5% |
| 1Y | +10.7% | +13.6% | -2.8% | +7.1% |
| 3Y | +31.8% | +210.9% | -179.1% | +10.3% |
| All | +31.8% | +211.8% | -180.0% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling