+1.1%
STZ vs RRX
+213.4%
-212.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -2.9% |
| 7D | +4.9% | +7.5% | -2.6% | +3.0% |
| 30D | +20.9% | +3.0% | +17.9% | +19.3% |
| 3M | +8.0% | -5.3% | +13.3% | +8.3% |
| 6M | -5.3% | -26.6% | +21.4% | -0.9% |
| YTD | +5.9% | +21.2% | -15.3% | -3.4% |
| 1Y | +14.2% | +25.9% | -11.7% | +2.9% |
| 3Y | -37.0% | +71.7% | -108.7% | -50.7% |
| 5Y | -29.7% | +7.8% | -37.5% | -38.8% |
| All | +1.1% | +213.4% | -212.3% | -32.6% |
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