+9,929.9%
STX vs RRX
+1,258.0%
+8,671.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -1.9% |
| 7D | +14.6% | +4.3% | +10.3% | +12.4% |
| 30D | -26.0% | +12.3% | -38.3% | -29.9% |
| 3M | -42.6% | +3.7% | -46.3% | -43.5% |
| 6M | -35.3% | -13.9% | -21.4% | -30.6% |
| YTD | +92.5% | +26.5% | +66.0% | +66.1% |
| 1Y | +102.4% | +29.3% | +73.1% | +72.3% |
| 3Y | +673.8% | +65.6% | +608.3% | +444.3% |
| 5Y | +463.1% | +10.6% | +452.4% | +368.8% |
| 10Y | +2,014.6% | +202.9% | +1,811.7% | +835.2% |
| All | +9,929.9% | +1,258.0% | +8,671.9% | +1,850.3% |
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