+12.5%
STZ vs RRX
+224.4%
-211.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +5.3% | 0.0% | +5.3% | +5.1% |
| 30D | +19.6% | +9.0% | +10.5% | +16.7% |
| 3M | +10.0% | +4.0% | +6.0% | +8.1% |
| 6M | -0.3% | -15.7% | +15.5% | +1.4% |
| YTD | +8.6% | +29.0% | -20.4% | -2.4% |
| 1Y | +16.6% | +35.2% | -18.7% | +3.4% |
| 3Y | -34.8% | +67.7% | -102.5% | -48.4% |
| 5Y | -27.8% | +14.9% | -42.7% | -38.1% |
| 10Y | +12.5% | +216.8% | -204.3% | -32.3% |
| All | +12.5% | +224.4% | -211.9% | -32.3% |
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 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