+1,412.0%
SRE vs RL
+1,785.8%
-373.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -8.2% | +1.3% | -9.5% | -8.4% |
| 30D | -3.6% | +7.6% | -11.3% | -4.9% |
| 3M | -6.3% | -1.5% | -4.7% | -6.2% |
| 6M | -13.0% | +12.1% | -25.1% | -15.2% |
| YTD | -9.2% | +13.9% | -23.1% | -12.0% |
| 1Y | -13.1% | +20.7% | -33.8% | -16.7% |
| 3Y | +22.4% | +260.6% | -238.1% | -4.0% |
| 5Y | +47.1% | +248.9% | -201.7% | +13.5% |
| 10Y | +121.0% | +355.9% | -234.9% | +54.5% |
| All | +1,412.0% | +1,785.8% | -373.8% | +759.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling