+15.5%
STZ vs RRX
+207.5%
-191.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | 0.0% | +12.6% | -12.6% | -2.4% |
| 30D | +14.7% | +10.6% | +4.1% | +11.6% |
| 3M | +8.8% | +4.6% | +4.2% | +6.8% |
| 6M | +3.1% | -13.6% | +16.7% | +4.1% |
| YTD | +7.9% | +29.4% | -21.5% | -3.1% |
| 1Y | +14.2% | +31.9% | -17.8% | +1.9% |
| 3Y | -35.2% | +68.3% | -103.5% | -48.8% |
| 5Y | -29.6% | +13.2% | -42.8% | -39.2% |
| All | +15.5% | +207.5% | -191.9% | -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