-9.0%
STZ vs RRX
+212.9%
-221.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.9% | +3.4% | -5.4% | -2.7% |
| 30D | -1.9% | -11.1% | +9.2% | +0.6% |
| 3M | -6.2% | -23.7% | +17.5% | -1.7% |
| 6M | -14.0% | -22.0% | +8.0% | -11.2% |
| YTD | -5.1% | +16.5% | -21.6% | -12.1% |
| 1Y | -9.6% | +11.5% | -21.1% | -15.8% |
| 3Y | -47.2% | +1.5% | -48.8% | -51.6% |
| 5Y | -33.6% | +18.3% | -51.8% | -44.2% |
| All | -9.0% | +212.9% | -221.9% | -50.0% |
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