+257,669.3%
AMZN vs RRX
+883.9%
+256,785.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.8% |
| 7D | -1.0% | -0.7% | -0.3% | -0.7% |
| 30D | -9.2% | -8.0% | -1.3% | -6.4% |
| 3M | +3.4% | -25.1% | +28.4% | +13.4% |
| 6M | +18.2% | -18.3% | +36.5% | +23.3% |
| YTD | +9.3% | +14.2% | -4.8% | -2.4% |
| 1Y | +5.9% | +13.0% | -7.1% | -6.0% |
| 3Y | +82.6% | +4.2% | +78.4% | +57.8% |
| 5Y | +44.9% | +17.9% | +27.0% | +16.8% |
| 10Y | +564.1% | +220.4% | +343.6% | +210.9% |
| All | +257,669.3% | +883.9% | +256,785.4% | +54,574.7% |
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