-14.1%
STZ vs RRX
+214.6%
-228.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.2% | -5.7% |
| 7D | -7.4% | +4.3% | -11.7% | -8.3% |
| 30D | -10.9% | -8.0% | -2.9% | -9.3% |
| 3M | -13.4% | -22.0% | +8.6% | -9.6% |
| 6M | -16.2% | -11.9% | -4.3% | -16.0% |
| YTD | -10.4% | +17.1% | -27.5% | -17.1% |
| 1Y | -14.8% | +14.9% | -29.7% | -21.2% |
| 3Y | -50.1% | +6.9% | -57.0% | -55.0% |
| 5Y | -38.8% | +19.6% | -58.3% | -48.8% |
| 10Y | -14.1% | +215.9% | -230.0% | -52.8% |
| All | -14.1% | +214.6% | -228.6% | -52.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling