+16,011.1%
STX vs RRX
+1,150.8%
+14,860.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.3% |
| 7D | +2.4% | +3.4% | -1.1% | +0.6% |
| 30D | +1.4% | -11.1% | +12.5% | +7.7% |
| 3M | -8.2% | -23.7% | +15.5% | +4.7% |
| 6M | +127.0% | -22.0% | +149.0% | +153.6% |
| YTD | +209.1% | +16.5% | +192.7% | +177.9% |
| 1Y | +365.4% | +11.5% | +353.9% | +325.6% |
| 3Y | +1,135.4% | +1.5% | +1,133.9% | +1,002.5% |
| 5Y | +991.5% | +18.3% | +973.2% | +769.9% |
| 10Y | +3,695.8% | +209.8% | +3,486.0% | +1,547.8% |
| All | +16,011.1% | +1,150.8% | +14,860.3% | +3,163.1% |
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