+565.7%
AMZN vs RRX
+228.4%
+337.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.7% | +0.9% |
| 7D | -0.7% | -0.3% | -0.3% | -0.6% |
| 30D | -3.9% | -6.1% | +2.2% | -2.3% |
| 3M | +6.3% | -23.1% | +29.4% | +13.2% |
| 6M | +20.8% | -19.5% | +40.3% | +25.3% |
| YTD | +11.2% | +16.1% | -4.8% | +1.0% |
| 1Y | +11.7% | +12.9% | -1.3% | +1.6% |
| 3Y | +79.4% | +7.9% | +71.5% | +58.5% |
| 5Y | +48.0% | +19.1% | +28.9% | +24.5% |
| All | +565.7% | +228.4% | +337.3% | +298.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling